On the distribution function of various model selection criteria with stochastic regressors

DOI10.1016/0165-1765(85)90135-1zbMath1273.62160OpenAlexW1978018560MaRDI QIDQ375037

Kajal Lahiri, Terrence Kinal

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90135-1

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (1)

Information criteria for selecting possibly misspecified parametric models

Cites Work

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• A comparison of the information and posterior probability criteria for model selection
• How Many Variables Should be Entered in a Regression Equation?
• Selection of Regressors
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Information Criteria for Discriminating Among Alternative Regression Models
• Specification Error Analysis with Stochastic Regressors
• Some Comments on C P

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