Discussion of ‘Data mining reconsidered’

DOI10.1111/1368-423X.00026zbMATH Open0960.91060OpenAlexW2150607819MaRDI QIDQ4488935FDOQ4488935

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

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zbMATH Keywords

model selectionBICforecast error

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cited In (12)

• 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
• Discussion
• Discussion
• Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez

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