AIC for many-regressor heteroskedastic regressions
Stanislav Anatolyev (CERGE-EI, Czech Republic)
- Erasmus Econometric Institute Series
Stanislav Anatolyev (CERGE-EI, Czech Republic)
Andrii Babii (The University of North Carolina at Chapel Hill, United States)
Paolo Sodini (Stockholm School of Economics, Sweden)
Lara Klein
Tommaso Tulkens
Christian T. Brownlees (LUISS Guido Carli, Italy)
Bart Los (University of Groningen)
Maxime Bonelli (London Business School, United Kingdom)
Daniel Lewis (University College London, United Kingdom)
Jiti Gao (Monash University, Australia)
Emanuele Tarantino (European Commission, Belgium and Luiss, Italy (on leave)
Mark Podolskij (University of Luxembourg)
Xiaolin Sun (University of Manchester, United Kingdom)
Stefan Obernberger
Anna Salomons (Utrecht University and Tilburg University)
Robin Lumsdaine (American University Washington, United States and Erasmus University Rotterdam)
Daniel Wilhelm (LMU Munich, Germany)
Federico Crudu (University of Siena, Italy)
Adam Zawadowski (Central European University, Austria)
Giulia Livieri (London School of Economics and Political Science, United Kingdom)