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Discussion of ‘Data mining reconsidered’

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Publication:4488935
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DOI10.1111/1368-423X.00026zbMath0960.91060OpenAlexW2150607819MaRDI QIDQ4488935

Bruce E. Hansen

Publication date: 26 October 2000

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

Full work available at URL: https://doi.org/10.1111/1368-423x.00026


zbMATH Keywords

model selectionBICforecast error


Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)


Related Items (6)

ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST ⋮ ModelBuilder — an Automated General-to-specific Modelling Tool ⋮ The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models ⋮ Tests for regression models with heteroskedasticity of unknown form ⋮ Variable selection In regression models using global sensitivity analysis ⋮ Achievements and challenges in econometric methodology




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