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

DOI10.1016/0165-1765(85)90135-1MaRDI QIDQ375037zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3604162 (Why is no real title available?)
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• A comparison of the information and posterior probability criteria for model selection
• How Many Variables Should be Entered in a Regression Equation?
• Information Criteria for Discriminating Among Alternative Regression Models
• Selection of Regressors
• Some Comments on C P
• Specification Error Analysis with Stochastic Regressors

Cited in

(1)

• Information criteria for selecting possibly misspecified parametric models

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