AIC for many-regressor heteroskedastic regressions
Stanislav Anatolyev (CERGE-EI, Czech Republic)
- Erasmus Econometric Institute Series
Stanislav Anatolyev (CERGE-EI, Czech Republic)
Christian T. Brownlees (LUISS Guido Carli, Italy)
Mark Podolskij (University of Luxembourg)
Daniel Wilhelm (LMU Munich, Germany)
Giulia Livieri (London School of Economics and Political Science, United Kingdom)
André Santos (CUNEF Universidad, Spain)
Aktas Dejaegere (KU Leuven, Belgium)
Iván Fernández-Val (Boston University, United States)
Marina Friedrich (Vrije Universiteit Amsterdam)