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  • Editor(s):
  • Peter C. B. Phillips, Cowles Foundation for Research in Economics, Yale University, USA

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Table of Contents - Volume 24 - Issue 02  

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EDITORIAL

 
 

GUEST EDITORS' EDITORIAL: RECENT DEVELOPMENTS IN MODEL SELECTION AND RELATED AREAS

Hannes Leeb and Benedikt M. Pötscher

Econometric Theory, Volume 24, Issue 02, April 2008, pp 319-322
doi:10.1017/S0266466608080134 (About doi), Published Online by Cambridge University Press 30 Nov 2007
 

Research Articles

 
 

SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS

Keith Knight

Econometric Theory, Volume 24, Issue 02, April 2008, pp 323-337
doi:10.1017/S0266466608080146 (About doi), Published Online by Cambridge University Press 30 Nov 2007
 

CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?

Hannes Leeb and Benedikt M. Pötscher

Econometric Theory, Volume 24, Issue 02, April 2008, pp 338-376
doi:10.1017/S0266466608080158 (About doi), Published Online by Cambridge University Press 30 Nov 2007
 

AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION

Tanujit Dey, Hemant Ishwaran and J. Sunil Rao

Econometric Theory, Volume 24, Issue 02, April 2008, pp 377-403
doi:10.1017/S026646660808016X (About doi), Published Online by Cambridge University Press 30 Nov 2007
 

FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES

Joseph P. Romano, Azeem M. Shaikh and Michael Wolf

Econometric Theory, Volume 24, Issue 02, April 2008, pp 404-447
doi:10.1017/S0266466608080171 (About doi), Published Online by Cambridge University Press 30 Nov 2007
 

ADAPTIVE ESTIMATORS OF A MEAN MATRIX: TOTAL LEAST SQUARES VERSUS TOTAL SHRINKAGE

Rudolf Beran

Econometric Theory, Volume 24, Issue 02, April 2008, pp 448-471
doi:10.1017/S0266466608080183 (About doi), Published Online by Cambridge University Press 15 Jan 2008
 

LOCALIZED MODEL SELECTION FOR REGRESSION

Yuhong Yang

Econometric Theory, Volume 24, Issue 02, April 2008, pp 472-492
doi:10.1017/S0266466608080195 (About doi), Published Online by Cambridge University Press 15 Jan 2008
 

MINIMIZING AVERAGE RISK IN REGRESSION MODELS

Gerda Claeskens and Nils Lid Hjort

Econometric Theory, Volume 24, Issue 02, April 2008, pp 493-527
doi:10.1017/S0266466608080201 (About doi), Published Online by Cambridge University Press 15 Jan 2008
 

PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION

Edward I. George and Xinyi Xu

Econometric Theory, Volume 24, Issue 02, April 2008, pp 528-544
doi:10.1017/S0266466608080213 (About doi), Published Online by Cambridge University Press 15 Jan 2008
 

FAST RATES FOR ESTIMATION ERROR AND ORACLE INEQUALITIES FOR MODEL SELECTION

Peter L. Bartlett

Econometric Theory, Volume 24, Issue 02, April 2008, pp 545-552
doi:10.1017/S0266466608080225 (About doi), Published Online by Cambridge University Press 15 Jan 2008
 

USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS

Jan R. Magnus and Andrey L. Vasnev

Econometric Theory, Volume 24, Issue 02, April 2008, pp 553-579
doi:10.1017/S0266466608080237 (About doi), Published Online by Cambridge University Press 21 Jan 2008
 

CORRIGENDUM

 
 

CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”

Hannes Leeb and Benedikt M. Pötscher

Econometric Theory, Volume 24, Issue 02, April 2008, pp 581-583
doi:10.1017/S0266466608080444 (About doi), Published Online by Cambridge University Press 18 Feb 2008
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