Nonstationary regression models with a lagged dependent variable

DOI10.1080/03610929608831780zbMATH Open0900.62622OpenAlexW2170334775MaRDI QIDQ4337224FDOQ4337224

Authors: Naoto Hoshino, Yoichi Seki 

Publication date: 12 November 1998

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831780

Recommendations

• Model Selection Using the Minimum Description Length Principle
• Model selection based on minimum description length
• Model Selection and the Principle of Minimum Description Length
• scientific article; zbMATH DE number 1389299

zbMATH Keywords

model selectionmultiple comparisonWilliams' testMDL criterionsimply ordered treatment effects

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Time Series Regression with a Unit Root
• Understanding spurious regressions in econometrics
• Spurious regressions in econometrics

Cited In (1)

• Max-min multiple comparison procedure for comparing several dose levels with a zero dose control

This page was built for publication: Nonstationary regression models with a lagged dependent variable

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4337224)