Model selection in a system of simultaneous equations model
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Cites work
- A simultaneous estimation and variable selection rule
- An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models
- Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
- Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
- Goodness of fit for seemingly unrelated regressions - Glahn's \(R^2_{y\cdot x}\) and Hooper's \(\bar r^2\)
- Goodness-of-fit in the seemingly unrelated regressions model. A generalization
- scientific article; zbMATH DE number 1380646 (Why is no real title available?)
- scientific article; zbMATH DE number 842531 (Why is no real title available?)
- scientific article; zbMATH DE number 3201129 (Why is no real title available?)
- Information complexity criteria for detecting influential observations in dynamic multivariate linear models using the genetic algorithm
- Introduction to linear regression analysis.
- Model Selection for Multivariate Regression in Small Samples
- Regression and time series model selection in small samples
- Unifying the derivations for the Akaike and corrected Akaike information criteria.
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