Discussion of ‘Data mining reconsidered’

DOI10.1111/1368-423X.00026MaRDI QIDQ4488935zbMATH OpenOpenAlexFDO

Authors Bruce E. Hansen

Publication date 26 October 2000

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1368-423x.00026

zbMATH Keywords

model selectionBICforecast error

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Recommendations

• scientific article; zbMATH DE number 1196636
• Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez
• Methodological issues in data mining
• Applications: Data Mining and Knowledge Discovery in Databases – An Overview
• scientific article; zbMATH DE number 1745583

Cited in

(12)

• Discussion
• Discussion
• Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez
• Tests for regression models with heteroskedasticity of unknown form
• The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
• Achievements and challenges in econometric methodology
• MODEL BUILDING AND DATA MINING
• Sub-sample model selection procedures in general-to-specific modelling
• Constructive data mining: modeling consumers' expenditurein Venezuela
• Variable selection In regression models using global sensitivity analysis
• Another numerical method of finding critical values for the Andrews stability test
• Modelbuilder -- an automated general-to-specific modelling tool

This page was built for publication: Discussion of ‘Data mining reconsidered’

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4488935)