Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors

A-Tier
Journal: Journal of Econometrics
Year: 1991
Volume: 47
Issue: 2-3
Pages: 359-377

Authors (1)

Andrews, Donald W. K. (Yale University)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:47:y:1991:i:2-3:p:359-377
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-24