Selection of Regressors

DOI10.2307/2526185zbMath0467.62057OpenAlexW2009004702WikidataQ29014265 ScholiaQ29014265MaRDI QIDQ3920474

Takeshi Amemiya

Publication date: 1980

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526185

zbMATH Keywords

information criteriaregression modelselection of regressorsMallows Bayesian-type criterionminimizing unconditional mean square prediction errorTheil modified R square

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) General nonlinear regression (62J02)

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