AIC for many-regressor heteroskedastic regressions
Stanislav Anatolyev (CERGE-EI, Czech Republic)
- Erasmus Econometric Institute Series
Stanislav Anatolyev (CERGE-EI, Czech Republic)
Andrew Nobel (University of North Carolina, United States)
Roberto Renò (ESSEC Business School, France)
Nestor Parolya (TU Delft)
Matteo Barigozzi (University of Bologna, Italy)
Bernd Schwaab (European Central Bank, Germany)
Şifa Çelik (Eindhoven University of Technology)
Oliver Linton (University of Cambridge, United Kingdom)