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A simultaneous estimation and variable selection rule

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  • Golan, Amos

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  • Golan, Amos, 2001. "A simultaneous estimation and variable selection rule," Journal of Econometrics, Elsevier, vol. 101(1), pages 165-193, March.
  • Handle: RePEc:eee:econom:v:101:y:2001:i:1:p:165-193
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    References listed on IDEAS

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    1. Jeffrey T. LaFrance, 1999. "Inferring the Nutrient Content of Food With Prior Information," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 81(3), pages 728-734.
    2. Arnold Zellner, 1999. "New Information-Based Econometric Methods in Agricultural Economics: Discussion," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 81(3), pages 742-746.
    3. Sin, Chor-Yiu & White, Halbert, 1996. "Information criteria for selecting possibly misspecified parametric models," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 207-225.
    4. Judith K. Hellerstein & Guido W. Imbens, 1999. "Imposing Moment Restrictions From Auxiliary Data By Weighting," The Review of Economics and Statistics, MIT Press, pages 1-14.
    5. John F. Geweke, 1994. "Variable selection and model comparison in regression," Working Papers 539, Federal Reserve Bank of Minneapolis.
    6. Guido W. Imbens & Richard H. Spady & Phillip Johnson, 1998. "Information Theoretic Approaches to Inference in Moment Condition Models," Econometrica, Econometric Society, vol. 66(2), pages 333-358, March.
    7. Judge, George & Yi, Gang & Yancey, Thomas & Terasvirta, Timo, 1987. "The extended Stein procedure for simultaneous model selection and parameter estimation," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 375-391, July.
    8. Zellner, Arnold, 1996. "Models, prior information, and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 75(1), pages 51-68, November.
    9. Bohrer, R. & Yancey, T.A., 1984. "Algorithms for numerical evaluation of Stein-like and limited-translation estimators," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 235-239.
    10. Amemiya, Takeshi, 1980. "Selection of Regressors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(2), pages 331-354, June.
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    Cited by:

    1. repec:kap:iaecre:v:9:y:2003:i:3:p:175-188 is not listed on IDEAS
    2. Phillip Fanchon, 2003. "Variable selection for dynamic measures of efficiency in the computer industry," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 9(3), pages 175-188, August.
    3. Golan, Amos & Perloff, Jeffrey M., 2002. "Comparison of maximum entropy and higher-order entropy estimators," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 195-211, March.
    4. repec:kap:jgeosy:v:19:y:2017:i:4:d:10.1007_s10109-017-0259-9 is not listed on IDEAS
    5. Esteban Fernández-Vázquez, 2014. "Estimating the effect of technological factors from samples affected by collinearity: a data-weighted entropy approach," Empirical Economics, Springer, vol. 47(2), pages 717-731, September.
    6. Chen, Kee-Kuo & Ho, Hui-Ping & Chang, Ching-Ter, 2015. "Estimating attributes importance for container shipping industry by closing the listening gap with maximum convergent validity," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 79(C), pages 145-163.

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