A simultaneous estimation and variable selection rule
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- 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.
- 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.
- 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.
- Judith K. Hellerstein & Guido W. Imbens, 1999.
"Imposing Moment Restrictions From Auxiliary Data By Weighting,"
The Review of Economics and Statistics,
MIT Press, vol. 81(1), pages 1-14, February.
- Guido W. Imbens & Judith K. Hellerstein, 1996. "Imposing Moment Restrictions from Auxiliary Data by Weighting," NBER Technical Working Papers 0202, National Bureau of Economic Research, Inc.
- John F. Geweke, 1994. "Variable selection and model comparison in regression," Working Papers 539, Federal Reserve Bank of Minneapolis.
- Guido W. Imbens & Richard H. Spady & Phillip Johnson, 1998.
"Information Theoretic Approaches to Inference in Moment Condition Models,"
Econometric Society, vol. 66(2), pages 333-358, March.
- Guido W Imbens, Phillip Johnson & Richard H Spady, "undated". "Information theoretic approaches to inference in moment condition model," Economics Papers W12., Economics Group, Nuffield College, University of Oxford.
- Imbens, G.W. & Johnson, P. & Spady, R.H., 1995. "Information Theoretic Approaches to Inference in Movement Condition Models," Economics Papers 99, Economics Group, Nuffield College, University of Oxford.
- Guido W. Imbens & Phillip Johnson & Richard H. Spady, 1995. "Information Theoretic Approaches to Inference in Moment Condition Models," Harvard Institute of Economic Research Working Papers 1736, Harvard - Institute of Economic Research.
- Guido W. Imbens & Phillip Johnson & Richard H. Spady, 1995. "Information Theoretic Approaches to Inference in Moment Condition Models," NBER Technical Working Papers 0186, National Bureau of Economic Research, Inc.
- 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.
- Zellner, Arnold, 1996. "Models, prior information, and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 75(1), pages 51-68, November.
- 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.
- 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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:kap:iaecre:v:9:y:2003:i:3:p:175-188 is not listed on IDEAS
- 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.
- 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.
- repec:kap:jgeosy:v:19:y:2017:i:4:d:10.1007_s10109-017-0259-9 is not listed on IDEAS
- 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.
- 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.
More about this item
StatisticsAccess and download statistics
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:econom:v:101:y:2001:i:1:p:165-193. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/jeconom .
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 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.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.