Selecting the best linear regression model. A classical approach

DOI10.1016/0304-4076(87)90078-9zbMath0629.62062OpenAlexW1487229660MaRDI QIDQ1094044

Donald Lien, Quang H. Vuong

Publication date: 1987

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90078-9

zbMATH Keywords

likelihood ratio testasymptotic resultsmisspecificationmodel selection testcorrect specificatiionKullback-Leibler criterionnormal linear regression models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

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