A variable selection procedure for econometric models

DOI10.1016/0167-9473(83)90076-2zbMATH Open0555.62094OpenAlexW2073053076MaRDI QIDQ760747FDOQ760747

Authors: Haruo Onishi 

Publication date: 1983

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(83)90076-2

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zbMATH Keywords

econometric modelspredictor variable candidatesVariable classificationvariable selection procedure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• Some Comments on C P
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• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
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• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• Mean Square Error of Prediction as a Criterion for Selecting Variables
• A New Formula for Predicting the Shrinkage of the Coefficient of Multiple Correlation
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• All Possible Regressions with Less Computation
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• Computational Efficiency in the Selection of Regression Variables
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Cited In (13)

• Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance
• Title not available (Why is that?)
• A two-stage method for improving discrimination and variable selection in DEA models
• A theory of dichotomous valuation with applications to variable selection
• Title not available (Why is that?)
• Variable selection in regression models using nonstandard optimisation of information criteria
• Identifying the determinants of foreign direct investment: a data-specific model selection approach
• Economic variable selection
• Economic screening procedures based on correlated variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• Econometric models with normal polychotomous selectivity
• A user-knowledge-based variable selection method for limited information maximum likelihood using principal components

Uses Software

• alr3

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