Asymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model
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Cites work
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A practical two-step method for testing moment inequalities
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Bonferroni-based size-correction for nonstandard testing problems
- CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
- CHALLENGES FOR ECONOMETRIC MODEL SELECTION
- Distribution theory of the least squares averaging estimator
- Estimation and inference with weak, semi-strong, and strong identification
- Exact post-selection inference, with application to the Lasso
- Generic results for establishing the asymptotic size of confidence sets and tests
- Hybrid and Size-Corrected Subsampling Methods
- Inference for parameters defined by moment inequalities using generalized moment selection
- Inference on treatment effects after selection among high-dimensional controls
- Infinite dimensional analysis. A hitchhiker's guide.
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Optimal Inference in a Class of Regression Models
- Valid post-selection inference
- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
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