Complete subset regressions
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Publication:134090
DOI10.1016/j.jeconom.2013.04.017zbMath1288.62139OpenAlexW2127546500MaRDI QIDQ134090
Allan Timmermann, Graham Elliott, Antonio Gargano, Graham Elliott, Antonio Gargano, Allan G. Timmermann
Publication date: December 2013
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://escholarship.org/uc/item/1st3n7z7
Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Uses Software
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