Selection of Regressors

DOI10.2307/2526185MaRDI QIDQ3920474zbMATH OpenOpenAlexWikidataFDO

Authors Takeshi Amemiya

Publication date 1980

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

Full work available at URL https://doi.org/10.2307/2526185

zbMATH Keywords

regression modelinformation criteriaselection of regressorsMallows Bayesian-type criterionminimizing unconditional mean square prediction errorTheil modified R square

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(30)

• VAR forecasting under misspecification
• Information criteria in identifying regression models
• Selecting the best linear regression model. A classical approach
• An investigation of model selection criteria for neural network time series forecasting
• Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting
• Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
• Model selection in the presence of nonstationarity
• Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
• Application of a general multi-model approach for identification of highly nonlinear processes-a case study
• Evaluating the impact of exploratory procedures in regression prediction: A pseudosample approach
• Improved estimation under collinearity and squared error loss
• Model selection for forecasting
• Discriminating between preference functionals: A preliminary Monte Carlo study
• Variable Selection for Heteroscedastic Data Through Variance Estimation
• Model selection in multivariate adaptive regression splines (MARS) using information complexity as the fitness function
• On the asymptotic behavior of Akaike's BIC
• Model occurrence and model selection in panel data sets
• Some aspects of testing non-nested hypotheses
• The extended Stein procedure for simultaneous model selection and parameter estimation
• The distribution of strike size: empirical evidence from Europe and north America in the 19th and 20th centuries
• On the formulation of empirical models in dynamic econometrics
• A model for non-negative and non-positive distributed lag functions
• Model selection by multiple test procedures
• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
• Political business cycles before the Great Depression
• Prediction model averaging estimator
• The distance between regression models and its impact on model selection
• A simultaneous estimation and variable selection rule
• Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation
• On the distribution function of various model selection criteria with stochastic regressors

This page was built for publication: Selection of Regressors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3920474)