On the distribution function of various model selection criteria with stochastic regressors

DOI10.1016/0165-1765(85)90135-1zbMATH Open1273.62160OpenAlexW1978018560MaRDI QIDQ375037FDOQ375037

Authors: Terrence Kinal, Kajal Lahiri 

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90135-1

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites Work

• Some Comments on C P
• Title not available (Why is that?)
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Selection of Regressors
• Information Criteria for Discriminating Among Alternative Regression Models
• How Many Variables Should be Entered in a Regression Equation?
• A comparison of the information and posterior probability criteria for model selection
• Title not available (Why is that?)
• Specification Error Analysis with Stochastic Regressors

Cited In (1)

• Information criteria for selecting possibly misspecified parametric models

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