Automatic selection of indicators in a fully saturated regression
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DOI: 10.1007/s00180-007-0054-z
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- David Hendry & Søren Johansen & Carlos Santos, 2008. "Automatic selection of indicators in a fully saturated regression," Computational Statistics, Springer, vol. 23(2), pages 337-339, April.
References listed on IDEAS
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Keywords
Indicators; Regression saturation; Subset selection; Model selection;All these keywords.
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