Bibliography

1

Shao, J. (1994) ``An Asymptotic Theory for Linear Model Selection'' manuscript, Department of Mathematics, University of Otttawa.

2

Koenker, R. (1988) ``Asymptotic Theory and Econometric Practice'' Journal of Applied Econometrics 3 139-147.

3

Pötscher, B.M. (1991) ``Effects of Model Selection on Inference'' Econometric Theory 7 163-185.

4

Phillips, P.C.B. (1995) ``Bayesian Model Selection and Prediction with Empirical Applications'' Journal of Econometrics 69-1 289-332.

Nonparametric Estimation Methods: Nearest Neighbor Estimation