Pages that link to "Item:Q626211"
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The following pages link to Automatic selection of indicators in a fully saturated regression (Q626211):
Displaying 14 items.
- On adding over-identifying instrumental variables to simultaneous equations (Q533939) (← links)
- A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts (Q2246617) (← links)
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
- Unpredictability in economic analysis, econometric modeling and forecasting (Q2451813) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- Granger causality, exogeneity, cointegration, and economic policy analysis (Q2511789) (← links)
- Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector (Q2691674) (← links)
- (Q2971503) (← links)
- Nowcasting from disaggregates in the face of location shifts (Q3065504) (← links)
- EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS (Q4979495) (← links)
- Misspecification Testing: Non-Invariance of Expectations Models of Inflation (Q5080460) (← links)
- Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs (Q5283079) (← links)
- Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)
- Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change (Q6190956) (← links)
