A variable selection procedure for econometric models

DOI10.1016/0167-9473(83)90076-2MaRDI QIDQ760747zbMATH OpenOpenAlexFDO

Authors Haruo Onishi

Publication date 1983

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(83)90076-2

zbMATH Keywords

econometric modelspredictor variable candidatesVariable classificationvariable selection procedure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• scientific article; zbMATH DE number 3892369
• scientific article; zbMATH DE number 169170
• Variable selection in regression models using nonstandard optimisation of information criteria
• scientific article; zbMATH DE number 1833942
• scientific article; zbMATH DE number 3850346

Cites work

• scientific article; zbMATH DE number 3841083 (Why is no real title available?)
• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
• scientific article; zbMATH DE number 3876379 (Why is no real title available?)
• scientific article; zbMATH DE number 3816886 (Why is no real title available?)
• scientific article; zbMATH DE number 3551729 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 3357848 (Why is no real title available?)
• scientific article; zbMATH DE number 3416874 (Why is no real title available?)
• scientific article; zbMATH DE number 3059918 (Why is no real title available?)
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• A New Formula for Predicting the Shrinkage of the Coefficient of Multiple Correlation
• All Possible Regressions with Less Computation
• Computational Efficiency in the Selection of Regression Variables
• Mean Square Error of Prediction as a Criterion for Selecting Variables
• Some Comments on C P
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

Cited in

(13)

• Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance
• scientific article; zbMATH DE number 1833942 (Why is no real title available?)
• A two-stage method for improving discrimination and variable selection in DEA models
• A theory of dichotomous valuation with applications to variable selection
• scientific article; zbMATH DE number 1322756 (Why is no real title available?)
• Variable selection in regression models using nonstandard optimisation of information criteria
• Identifying the determinants of foreign direct investment: a data-specific model selection approach
• Economic screening procedures based on correlated variables
• Economic variable selection
• scientific article; zbMATH DE number 1051719 (Why is no real title available?)
• scientific article; zbMATH DE number 169170 (Why is no real title available?)
• Econometric models with normal polychotomous selectivity
• A user-knowledge-based variable selection method for limited information maximum likelihood using principal components

Describes a project that uses

Uses Software

• alr3

This page was built for publication: A variable selection procedure for econometric models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q760747)