A model selection method for S-estimation
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- Preminger, Arie & Franck, Raphael, 2007.
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More about this item
Keywordsrobust model selection; partial identiﬁcation; law of the iterated logarithm;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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