AIC for many-regressor heteroskedastic regressions
Stanislav Anatolyev (CERGE-EI, Czech Republic)
- Erasmus Econometric Institute Series
Stanislav Anatolyev (CERGE-EI, Czech Republic)
Director of Graduate Studies and Students
Paolo Sodini (Stockholm School of Economics, Sweden)
Christian T. Brownlees (LUISS Guido Carli, Italy)
Bart Los (University of Groningen)
Mark Podolskij (University of Luxembourg)
Stefan Obernberger
Anna Salomons (Utrecht University and Tilburg University)
Daniel Wilhelm (LMU Munich, Germany)
Giulia Livieri (London School of Economics and Political Science, United Kingdom)
Alberto Abadie (Massachusetts Institute of Technology, United States)
André Santos (CUNEF Universidad, Spain)
Aktas Dejaegere (KU Leuven, Belgium)
Iván Fernández-Val (Boston University, United States)
Marina Friedrich (Vrije Universiteit Amsterdam)