The following pages link to Selection of Regressors (Q3920474):
Displayed 22 items.
- Improved estimation under collinearity and squared error loss (Q581970) (← links)
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) (← links)
- Model selection for forecasting (Q1086969) (← links)
- Selecting the best linear regression model. A classical approach (Q1094044) (← links)
- A model for non-negative and non-positive distributed lag functions (Q1157090) (← links)
- Model occurrence and model selection in panel data sets (Q1166225) (← links)
- Some aspects of testing non-nested hypotheses (Q1172358) (← links)
- Discriminating between preference functionals: A preliminary Monte Carlo study (Q1330138) (← links)
- Political business cycles before the Great Depression (Q1350600) (← links)
- The extended Stein procedure for simultaneous model selection and parameter estimation (Q1822168) (← links)
- The distance between regression models and its impact on model selection (Q1822871) (← links)
- On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)
- Evaluating the impact of exploratory procedures in regression prediction: A pseudosample approach (Q1896164) (← links)
- On the asymptotic behavior of Akaike's BIC (Q1916185) (← links)
- Model selection by multiple test procedures (Q3787284) (← links)
- Application of a general multi-model approach for identification of highly nonlinear processes-a case study (Q4036110) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Information criteria in identifying regression models (Q4843646) (← links)
- Variable Selection for Heteroscedastic Data Through Variance Estimation (Q5697364) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- A simultaneous estimation and variable selection rule (Q5931143) (← links)
- An investigation of model selection criteria for neural network time series forecasting (Q5939595) (← links)