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)
Federico Bandi (Johns Hopkins University, United States)
Chris Muris (McMaster University, Canada)
Giovanni Mellace (University of Southern Denmark)
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Giovanni Mellace (University of Southern Denmark)
Kirill Ponomarev (The University of Chicago, United States) and Silvia Sarpietro (University of Bologna)
Johanna Ziegel (ETH Zurich, Switzerland)
Rasmus Lönn (Erasmus University Rotterdam)
Yacine Aït-Sahalia (Princeton University, United States)
Patrick Gagliardini (University of Lugano, Switzerland)
Martina Pons (University of Zurich, Switzerland)
Peter Grünwald (Leiden University)