A COMPUTER-ASSISTED MODEL SELECTION METHOD FOR THREE STAGE LEAST SQUARES

DOI10.5183/jjscs1988.1.95zbMath0667.62081OpenAlexW2326084135MaRDI QIDQ3819863

Haruo Onishi

Publication date: 1988

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs1988.1.95

zbMATH Keywords

2SLSsimultaneous equation modelthree stage least squares3SLSbest model selection problemj-th best subset problemOEPPvariable classificationsvariable selection problem

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Software, source code, etc. for problems pertaining to statistics (62-04) Probabilistic methods, stochastic differential equations (65C99)

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