Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359): Difference between revisions

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scientific article; zbMATH DE number 1199905

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English	Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics	scientific article; zbMATH DE number 1199905

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instance of

scholarly article

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title

Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (English)

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zbMATH Open document ID

0923.62079

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DOI

10.1080/07474939808800415

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31 October 1999

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Mathematics Subject Classification ID

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selection of regressors

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discrimination

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nonparametric regression

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07474939808800415

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OpenAlex ID

W2008414269

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cites work

The Relationship between Variable Selection and Data Agumentation and a Method for Prediction

0 references

Selection of Regressors

0 references

Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors

0 references

Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags

0 references

The Little Bootstrap and Other Methods for Dimensionality Selection in Regression: X-Fixed Prediction Error

0 references

Heuristics of instability and stabilization in model selection

0 references

How Many Variables Should be Entered in a Regression Equation?

0 references

A comparative study of ordinary cross-validation, <i>v</i>-fold cross-validation and the repeated learning-testing methods

0 references

On residual sums of squares in non-parametric autoregression

0 references

A comparison of the information and posterior probability criteria for model selection

0 references

Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

0 references

Several Tests for Model Specification in the Presence of Alternative Hypotheses

0 references

Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression

0 references

On the Probability of Correct Model Selection Using the Maximum _ R &nbsp; 2 &nbsp; Choice Criterion

0 references

Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation

0 references

Comparing Non-Nested Linear Models

0 references

Q3996878

0 references

Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms

0 references

The Predictive Sample Reuse Method with Applications

0 references

A Predictive Approach to Model Selection

0 references

Testing nested or non-nested hypotheses

0 references

Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function

0 references

Optimal bandwidth selection in nonparametric regression function estimation

0 references

On the formulation of empirical models in dynamic econometrics

0 references

A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression

0 references

The Selection of Variates for Use in Prediction with Some Comments on the General Problem of Nuisance Parameters

0 references

Asymptotic Properties of Non-Linear Least Squares Estimators

0 references

An equality test across nonparametric regressions

0 references

NONPARAMETRIC SIGNIFICANCE TESTING

0 references

Nonparametric Selection of Regressors: The Nonnested Case

0 references

Handbook of econometrics. Vol. 5

0 references

Consistent nonparametric hypothesis tests with an application to Slutsky symmetry

0 references

Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set

0 references

Selecting the best linear regression model. A classical approach

0 references

Q3816820

0 references

Some Comments on C P

0 references

Q3997019

0 references

The Encompassing Principle and its Application to Testing Non-Nested Hypotheses

0 references

Maximum Likelihood Specification Testing and Conditional Moment Tests

0 references

Maximum likelihood principle and model selection when the true model is unspecified

0 references

On the General Problem of Model Selection

0 references

Model selection tests for nonlinear dynamic models

0 references

Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series

0 references

Exploring Regression Structure Using Nonparametric Functional Estimation

0 references

Information Criteria for Discriminating Among Alternative Regression Models

0 references

Linear Model Selection by Cross-Validation

0 references

Bootstrap Model Selection

0 references

Selection of the order of an autoregressive model by Akaike's information criterion

0 references

Asymptotically efficient selection of the order of the model for estimating parameters of a linear process

0 references

An optimal selection of regression variables

0 references

Information criteria for selecting possibly misspecified parametric models

0 references

Consistent nonparametric regression. Discussion

0 references

Diagnostic testing and evaluation of maximum likelihood models

0 references

Specification Errors and the Estimation of Economic Relationships

0 references

Selection of Variables in Multiple Regression: Part II. Chosen Procedures, Computations and Examples

0 references

A Test of the Mean Square Error Criterion for Restrictions in Linear Regression

0 references

Choice of regressors in nonparametric estimation

0 references

Order Choice in Nonlinear Autoregressive Models

0 references

Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses

0 references

Weaker Criteria and Tests for Linear Restrictions in Regression

0 references

Asymptotic Inference about Predictive Ability

0 references

Maximum Likelihood Estimation of Misspecified Models

0 references

Regularity conditions for Cox's test of non-nested hypotheses

0 references

Q4869532

0 references

Variable selection in nonparametric regression with continuous covariates

0 references

Model selection via multifold cross validation

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4211359

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+Normal rank
@@ Property / OpenAlex ID @@
+W2008414269
@@ Property / OpenAlex ID: W2008414269 / rank @@
+Normal rank
@@ Property / cites work @@
+The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
+Normal rank
@@ Property / cites work @@
+Selection of Regressors
@@ Property / cites work: Selection of Regressors / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
+Normal rank
@@ Property / cites work @@
+Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
+Normal rank
@@ Property / cites work @@
+The Little Bootstrap and Other Methods for Dimensionality Selection in Regression: X-Fixed Prediction Error
+Normal rank
@@ Property / cites work @@
+Heuristics of instability and stabilization in model selection
+Normal rank
@@ Property / cites work @@
+How Many Variables Should be Entered in a Regression Equation?
+Normal rank
@@ Property / cites work @@
+A comparative study of ordinary cross-validation, <i>v</i>-fold cross-validation and the repeated learning-testing methods
+Normal rank
@@ Property / cites work @@
+On residual sums of squares in non-parametric autoregression
+Normal rank
@@ Property / cites work @@
+A comparison of the information and posterior probability criteria for model selection
+Normal rank
@@ Property / cites work @@
+Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
+Normal rank
@@ Property / cites work @@
+Several Tests for Model Specification in the Presence of Alternative Hypotheses
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
+Normal rank
@@ Property / cites work @@
+On the Probability of Correct Model Selection Using the Maximum _ R &amp;nbsp; 2 &amp;nbsp; Choice Criterion
+Normal rank
@@ Property / cites work @@
+Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
+Normal rank
@@ Property / cites work @@
+Comparing Non-Nested Linear Models
@@ Property / cites work: Comparing Non-Nested Linear Models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996878
@@ Property / cites work: Q3996878 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
+Normal rank
@@ Property / cites work @@
+The Predictive Sample Reuse Method with Applications
+Normal rank
@@ Property / cites work @@
+A Predictive Approach to Model Selection
@@ Property / cites work: A Predictive Approach to Model Selection / rank @@
+Normal rank
@@ Property / cites work @@
+Testing nested or non-nested hypotheses
@@ Property / cites work: Testing nested or non-nested hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function
+Normal rank
@@ Property / cites work @@
+Optimal bandwidth selection in nonparametric regression function estimation
+Normal rank
@@ Property / cites work @@
+On the formulation of empirical models in dynamic econometrics
+Normal rank
@@ Property / cites work @@
+A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
+Normal rank
@@ Property / cites work @@
+The Selection of Variates for Use in Prediction with Some Comments on the General Problem of Nuisance Parameters
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Non-Linear Least Squares Estimators
+Normal rank
@@ Property / cites work @@
+An equality test across nonparametric regressions
@@ Property / cites work: An equality test across nonparametric regressions / rank @@
+Normal rank
@@ Property / cites work @@
+NONPARAMETRIC SIGNIFICANCE TESTING
@@ Property / cites work: NONPARAMETRIC SIGNIFICANCE TESTING / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Selection of Regressors: The Nonnested Case
+Normal rank
@@ Property / cites work @@
+Handbook of econometrics. Vol. 5
@@ Property / cites work: Handbook of econometrics. Vol. 5 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
+Normal rank
@@ Property / cites work @@
+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
+Normal rank
@@ Property / cites work @@
+Selecting the best linear regression model. A classical approach
+Normal rank
@@ Property / cites work @@
+Q3816820
@@ Property / cites work: Q3816820 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Comments on C P
@@ Property / cites work: Some Comments on C P / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997019
@@ Property / cites work: Q3997019 / rank @@
+Normal rank
@@ Property / cites work @@
+The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Specification Testing and Conditional Moment Tests
+Normal rank
@@ Property / cites work @@
+Maximum likelihood principle and model selection when the true model is unspecified
+Normal rank
@@ Property / cites work @@
+On the General Problem of Model Selection
@@ Property / cites work: On the General Problem of Model Selection / rank @@
+Normal rank
@@ Property / cites work @@
+Model selection tests for nonlinear dynamic models
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
+Normal rank
@@ Property / cites work @@
+Exploring Regression Structure Using Nonparametric Functional Estimation
+Normal rank
@@ Property / cites work @@
+Information Criteria for Discriminating Among Alternative Regression Models
+Normal rank
@@ Property / cites work @@
+Linear Model Selection by Cross-Validation
@@ Property / cites work: Linear Model Selection by Cross-Validation / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap Model Selection
@@ Property / cites work: Bootstrap Model Selection / rank @@
+Normal rank
@@ Property / cites work @@
+Selection of the order of an autoregressive model by Akaike's information criterion
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
+Normal rank
@@ Property / cites work @@
+An optimal selection of regression variables
@@ Property / cites work: An optimal selection of regression variables / rank @@
+Normal rank
@@ Property / cites work @@
+Information criteria for selecting possibly misspecified parametric models
+Normal rank
@@ Property / cites work @@
+Consistent nonparametric regression. Discussion
@@ Property / cites work: Consistent nonparametric regression. Discussion / rank @@
+Normal rank
@@ Property / cites work @@
+Diagnostic testing and evaluation of maximum likelihood models
+Normal rank
@@ Property / cites work @@
+Specification Errors and the Estimation of Economic Relationships
+Normal rank
@@ Property / cites work @@
+Selection of Variables in Multiple Regression: Part II. Chosen Procedures, Computations and Examples
+Normal rank
@@ Property / cites work @@
+A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
+Normal rank
@@ Property / cites work @@
+Choice of regressors in nonparametric estimation
@@ Property / cites work: Choice of regressors in nonparametric estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Order Choice in Nonlinear Autoregressive Models
@@ Property / cites work: Order Choice in Nonlinear Autoregressive Models / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
+Normal rank
@@ Property / cites work @@
+Weaker Criteria and Tests for Linear Restrictions in Regression
+Normal rank
@@ Property / cites work @@
+Asymptotic Inference about Predictive Ability
@@ Property / cites work: Asymptotic Inference about Predictive Ability / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Misspecified Models
+Normal rank
@@ Property / cites work @@
+Regularity conditions for Cox's test of non-nested hypotheses
+Normal rank
@@ Property / cites work @@
+Q4869532
@@ Property / cites work: Q4869532 / rank @@
+Normal rank
@@ Property / cites work @@
+Variable selection in nonparametric regression with continuous covariates
+Normal rank
@@ Property / cites work @@
+Model selection via multifold cross validation
@@ Property / cites work: Model selection via multifold cross validation / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4211359