The Choice Between Sets Of Regressors
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
- Savin, N.E., 1984. "Multiple hypothesis testing," Handbook of Econometrics,in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 14, pages 827-879 Elsevier.
- N. E. Savin, 1980. "The Bonferroni and the Scheffé Multiple Comparison Procedures," Review of Economic Studies, Oxford University Press, vol. 47(1), pages 255-273.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Julia Campos & Neil R. Ericsson, 1999.
"Contructive data mining: modeling consumers' expenditure in Venezuela,"
Royal Economic Society, vol. 2(2), pages 226-240.
- Julia Campos & Neil R. Ericsson, 2000. "Constructive data mining: modeling consumers' expenditure in Venezuela," International Finance Discussion Papers 663, Board of Governors of the Federal Reserve System (U.S.).
- David F. Hendry & Peter C.B. Phillips, 2017. "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers 2082, Cowles Foundation for Research in Economics, Yale University.
- Phillips, Peter C.B., 2003.
"Vision And Influence In Econometrics: John Denis Sargan,"
Cambridge University Press, vol. 19(03), pages 495-511, June.
- Peter C.B. Phillips, 2003. "Vision and Influence in Econometrics: John Denis Sargan," Cowles Foundation Discussion Papers 1393, Cowles Foundation for Research in Economics, Yale University.
More about this item
KeywordsBayes; Bonferroni; Critical values; Data mining; Multiple testing; Scheffe; Schwarz criterion; Specification searches; JEL Classifixcation: C44; C51;
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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:taf:emetrv:v:20:y:2001:i:2:p:171-186. 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: (). General contact details of provider: http://www.tandfonline.com/LECR20 .
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.