Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359)

scientific article; zbMATH DE number 1199905

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English	Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics	scientific article; zbMATH DE number 1199905

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instance of

scholarly article

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title

Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (English)

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31 October 1999

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zbMATH Keywords

selection of regressors

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discrimination

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nonparametric regression

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07474939808800415

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cites work

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Heuristics of instability and stabilization in model selection

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How Many Variables Should be Entered in a Regression Equation?

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On residual sums of squares in non-parametric autoregression

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A comparison of the information and posterior probability criteria for model selection

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Several Tests for Model Specification in the Presence of Alternative Hypotheses

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Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression

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Testing nested or non-nested hypotheses

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Optimal bandwidth selection in nonparametric regression function estimation

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The Selection of Variates for Use in Prediction with Some Comments on the General Problem of Nuisance Parameters

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An equality test across nonparametric regressions

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NONPARAMETRIC SIGNIFICANCE TESTING

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Nonparametric Selection of Regressors: The Nonnested Case

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Maximum likelihood principle and model selection when the true model is unspecified

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Model selection tests for nonlinear dynamic models

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Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series

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Exploring Regression Structure Using Nonparametric Functional Estimation

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Information Criteria for Discriminating Among Alternative Regression Models

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Linear Model Selection by Cross-Validation

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Bootstrap Model Selection

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Selection of the order of an autoregressive model by Akaike's information criterion

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Asymptotically efficient selection of the order of the model for estimating parameters of a linear process

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Identifiers

zbMATH Open document ID

0923.62079

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DOI

10.1080/07474939808800415

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4211359