Model selection for regression with heteroskedastic and autocorrelated errors

DOI10.1016/J.ECONLET.2012.12.035zbMath1284.62326OpenAlexW2070869192MaRDI QIDQ2444339

Guangyu Mao

Publication date: 9 April 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.12.035

zbMATH Keywords

model selectioninformation criterionselection consistency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (1)

Model selection of M-estimation models using least squares approximation

This page was built for publication: Model selection for regression with heteroskedastic and autocorrelated errors