Identifying the determinants of foreign direct investment: a data-specific model selection approach

DOI10.1007/S00362-011-0377-2zbMath1257.62097OpenAlexW2017134314MaRDI QIDQ1926105

Michael Schilde, Ellen Payr, Hasan T. Tandogan, Lea M. Wakolbinger, Eva Oberecker, Erhard Reschenhofer

Publication date: 27 December 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-011-0377-2

zbMATH Keywords

model selectionsubset selectionnon-nested modelspenaltymean squared prediction error

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items (1)

Non-monotonic penalizing for the number of structural breaks

Cites Work

• Estimating the dimension of a model
• The risk inflation criterion for multiple regression
• Fitting autoregressive models for prediction
• Calibration and empirical Bayes variable selection
• The Covariance Inflation Criterion for Adaptive Model Selection
• IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION
• Unnamed Item
• Unnamed Item

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