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)
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)
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Giovanni Mellace (University of Southern Denmark)
Johanna Ziegel (ETH Zurich, Switzerland)
Patrick Gagliardini (University of Lugano, Switzerland)
Peter Grünwald (Leiden University)
Ming Yuan (Columbia University, United States)
Pasquale Della Corte (Imperial College London, United Kingdom)
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Yannick Dillschneider
Phillip Heiler (Aarhus University, Denmark)
Jens Jackwerth (University of Konstanz, Germany)
Liang Peng (Georgia State University, United States)