Guest Editors' Editorial: Recent Developments In Model Selection And Related Areas
AbstractModel selection procedures have become an integral part of almost any statistical or econometric analysis of data. Prominent examples include the selection of explanatory variables in (non)linear regression or lag-length selection in time series models. It is safe to say that these methods have become an integral part of the toolbox of modern data analysis. Moreover, research on model selection (or related procedures such as model averaging and shrinkage procedures) and its implications for statistical analysis has intensified in recent years. This is witnessed by the fact that it is difficult to pick up any recent issue of an econometrics or statistics journal and avoid encountering a paper where some form of model selection, or model averaging, or general shrinkage estimation is considered.
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 24 (2008)
Issue (Month): 02 (April)
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