Asymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model

DOI10.1080/07350015.2019.1592754zbMATH Open1547.6285MaRDI QIDQ6626357

Adam McCloskey

Publication date: 28 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• CHALLENGES FOR ECONOMETRIC MODEL SELECTION

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