Variance Estimates and Model Selection
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- Magee, Lonnie & Veall, Michael R, 1991. "Selecting Regressors for Prediction Using PRESS and White t Statistics," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(1), pages 91-96, January.
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- Ozer Ozdemir & Memmedaga Memmedli & Akhlitdin Nizamitdinov, 2013. "ANN Models and Bayesian Spline Models for Analysis of Exchange Rates and Gold Price," International Econometric Review (IER), Econometric Research Association, vol. 5(2), pages 53-69, September.
More about this item
KeywordsAutoregressive Process; Lag Order Determination; Model Selection Criteria; Cross Validation;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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