On the Probability of Correct Model Selection Using the Maximum _ R 2 Choice Criterion

DOI10.2307/2525830zbMATH Open0359.62086OpenAlexW2088433884MaRDI QIDQ4131497FDOQ4131497

Authors Donald H. Ebbeler

Publication date 1975

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2525830

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(1)

• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics

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