Effects of Model Selection on Inference

B-Tier
Journal: Econometric Theory
Year: 1991
Volume: 7
Issue: 2
Pages: 163-185

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The asymptotic properties of parameter estimators which are based on a model that has been selected by a model selection procedure are investigated. In particular, the asymptotic distribution is derived and the effects of the model selection process on subsequent inference are illustrated.

Technical Details

RePEc Handle
repec:cup:etheor:v:7:y:1991:i:02:p:163-185_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29