IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v19y1995i4p379-399.html
   My bibliography  Save this article

A user-knowledge-based variable selection method for limited information maximum likelihood using principal components

Author

Listed:
  • Onishi, Haruo

Abstract

No abstract is available for this item.

Suggested Citation

  • Onishi, Haruo, 1995. "A user-knowledge-based variable selection method for limited information maximum likelihood using principal components," Computational Statistics & Data Analysis, Elsevier, vol. 19(4), pages 379-399, April.
    • Handle: RePEc:eee:csdana:v:19:y:1995:i:4:p:379-399
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-9473(94)00007-6
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Onishi, Haruo, 1983. "A variable selection procedure for econometric models," Computational Statistics & Data Analysis, Elsevier, vol. 1(1), pages 85-95, March.
    2. Liu, Ta-Chung & Breen, William J, 1969. "The Covariance Matrix of the Limited Information Estimator and the Identification Test," Econometrica, Econometric Society, vol. 37(2), pages 222-227, April.
    3. Shiller, Robert J, 1973. "A Distributed Lag Estimator Derived from Smoothness Priors," Econometrica, Econometric Society, vol. 41(4), pages 775-788, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Winkelried, Diego, 2012. "Predicting quarterly aggregates with monthly indicators," Working Papers 2012-023, Banco Central de Reserva del Perú.
    2. Koop, Gary & Poirier, Dale J., 2004. "Bayesian variants of some classical semiparametric regression techniques," Journal of Econometrics, Elsevier, vol. 123(2), pages 259-282, December.
    3. Philipp Piribauer & Jesús Crespo Cuaresma, 2016. "Bayesian Variable Selection in Spatial Autoregressive Models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(4), pages 457-479, October.
    4. Nobuhisa Kashiwagi, 1993. "On use of the Kalman filter for spatial smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(1), pages 21-34, March.
    5. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
    6. E. Dinenis & S. K. Staikouras, 1998. "Interest rate changes and common stock returns of financial institutions: evidence from the UK," The European Journal of Finance, Taylor & Francis Journals, vol. 4(2), pages 113-127.
    7. Benjamin M. Friedman & V. Vance Roley, 1977. "Identifying Identical Distributed Lag Structures by the Use of Prior SumConstraints," NBER Working Papers 0179, National Bureau of Economic Research, Inc.
    8. John F. Wilson, 1976. "Have geometric lag hypotheses outlived their time? some evidence in a Monte Carlo framework," International Finance Discussion Papers 82, Board of Governors of the Federal Reserve System (U.S.).
    9. Priya Ranjan & Justin L. Tobias, 2007. "Bayesian inference for the gravity model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 817-838.
    10. Mark Gersovitz & James G. MacKinnon, 1977. "Seasonality in Regression: An Application of Smoothness Priors," Working Paper 257, Economics Department, Queen's University.
    11. Paul A. Anderson, 1979. "Help for the regional economic forecaster: vector autoregression," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 3(Sum).
    12. Dew-Becker, Ian & Nathanson, Charles G., 2019. "Directed attention and nonparametric learning," Journal of Economic Theory, Elsevier, vol. 181(C), pages 461-496.
    13. Venkateswaran, Meenakshi & Kinnucan, Henry W. & Chang, Hui-Shung, 1993. "Modeling Advertising Carryover in Fluid Milk: Comparison of Alternative Lag Specifications," Agricultural and Resource Economics Review, Cambridge University Press, vol. 22(1), pages 10-19, April.
    14. José A. Hernández, 2005. "A note on the asymptotic efficiency of the restricted estimation," Documentos de trabajo conjunto ULL-ULPGC 2005-01, Facultad de Ciencias Económicas de la ULPGC.
    15. Allen McDowell, 2004. "From the help desk: Polynomial distributed lag models," Stata Journal, StataCorp LP, vol. 4(2), pages 180-189, June.
    16. Thirtle, C. & Bottomley, P., 1988. "Explaining Total Factor Productivity Change: Returns to R & D in U.K. Agricultural Research," Manchester Working Papers in Agricultural Economics 232809, University of Manchester, School of Economics, Agricultural Economics Department.
    17. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
    18. Philippe Goulet Coulombe, 2020. "The Macroeconomy as a Random Forest," Papers 2006.12724, arXiv.org, revised Mar 2021.
    19. R. Pace & Shuang Zhu, 2012. "Separable spatial modeling of spillovers and disturbances," Journal of Geographical Systems, Springer, vol. 14(1), pages 75-90, January.
    20. Richard Berner, 1976. "Total import and gross output demands in the context of a multisector general equilibrium model," International Finance Discussion Papers 88, Board of Governors of the Federal Reserve System (U.S.).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:19:y:1995:i:4:p:379-399. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.