Selection of Regressors
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"¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?,"
Working Papers Central Bank of Chile
658, Central Bank of Chile.
- Medel, Carlos A., 2012.
"¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
[Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper 35950, University Library of Munich, Germany.
- Medel, Carlos A., 2012. "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
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"General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A translation and criti,"
Carnegie-Rochester Conference Series on Public Policy,
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- Sanvi Avouyi-Dovi & Christian Pfister & Franck Sédillot, 2019. "French Households’ Portfolio: The Financial Almost Ideal Demand System Appraisal," Working papers 728, Banque de France.
- repec:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9682-8 is not listed on IDEAS
- Heckelman, Jac & Whaples, Robert, 1996. "Political business cycles before the Great Depression," Economics Letters, Elsevier, vol. 51(2), pages 247-251, May.
- Labson, B Stephen & Gooday, Peter, 1994. "Factors influencing the diffusion of electric arc furnace steelmaking technology," MPRA Paper 70666, University Library of Munich, Germany.
- Deng, Yongheng & Ross, Stephen L. & Wachter, Susan M., 2003.
"Racial differences in homeownership: the effect of residential location,"
Regional Science and Urban Economics,
Elsevier, vol. 33(5), pages 517-556, September.
- Yongheng Deng & Stephen L. Ross & Susan M. Wachter, 2002. "Racial Differences in Homeownership: The Effect of Residential Location," Working papers 2002-05, University of Connecticut, Department of Economics.
- Christian Pierdzioch & Daniel Hartmann, 2013. "Forecasting Eurozone real-estate returns," Applied Financial Economics, Taylor & Francis Journals, vol. 23(14), pages 1185-1196, July.
- Qi, Min & Zhang, Guoqiang Peter, 2001. "An investigation of model selection criteria for neural network time series forecasting," European Journal of Operational Research, Elsevier, vol. 132(3), pages 666-680, August.
- George Deltas, 2008. "Retail Gasoline Price Dynamics And Local Market Power," Journal of Industrial Economics, Wiley Blackwell, vol. 56(3), pages 613-628, September.
- K.R. Sawyer, 1982. "Parsimony in Model Selection," Economics Discussion / Working Papers 82-10, The University of Western Australia, Department of Economics.
- Ligeon, Carel & Jolly, Curtis M. & Jackson, John D., 1996. "Evaluation Of The Possible Threat Of Nafta On U.S. Catfish Industry Using A Traditional Import Demand Function," Journal of Food Distribution Research, Food Distribution Research Society, vol. 27(2), pages 1-9, July.
- Andrews, Donald W. K. & Lu, Biao, 2001. "Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models," Journal of Econometrics, Elsevier, vol. 101(1), pages 123-164, March.
- Huang, Shumin, 1993. "Determinants of country creditworthiness : an empirical investigation, 1980-1989," Research Discussion Papers 1/1993, Bank of Finland.
- Kevin Fox, 2000. "Information-rich expressions for model selection criteria," Applied Economics Letters, Taylor & Francis Journals, vol. 7(1), pages 59-62.
- Yi, Gang, 1990. "Inflation and price instability : An empirical study of the People's Republic of China," China Economic Review, Elsevier, vol. 1(2), pages 155-165.
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- David Genesove & Christopher Mayer, 2001.
"Loss Aversion and Seller Behavior: Evidence from the Housing Market,"
The Quarterly Journal of Economics,
Oxford University Press, vol. 116(4), pages 1233-1260.
- David Genesove & Christopher Mayer, "undated". "Loss Aversion and Seller Behavior: Evidence from the Housing Market," Zell/Lurie Center Working Papers 323, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
- Genesove, David & Mayer, Christopher, 2001. "Loss Aversion and Seller Behaviour: Evidence from the Housing Market," CEPR Discussion Papers 2813, C.E.P.R. Discussion Papers.
- David Genesove & Christopher Mayer, 2001. "Loss Aversion and Seller Behavior: Evidence from the Housing Market," NBER Working Papers 8143, National Bureau of Economic Research, Inc.
- Larry W. Taylor, 2009. "Penalized‐R2 Criteria For Model Selection," Manchester School, University of Manchester, vol. 77(6), pages 699-717, December.
- Mardi Dungey & Diana Zhumabekova, 2001. "Factor analysis of a model of stock market returns using simulation-based estimation techniques," Pacific Basin Working Paper Series 2001-08, Federal Reserve Bank of San Francisco, revised 2001.
- Chung Baek, 2016. "Stock prices, dividends, earnings, and investor sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1043-1061, November.
- Thomas M Fullerton Jr, 2004. "A Theoretical Model of Developing Country Inflationary Dynamics," Macroeconomics 0407031, University Library of Munich, Germany.
- Jakusch, Sven Thorsten, 2017. "On the applicability of maximum likelihood methods: From experimental to financial data," SAFE Working Paper Series 148, Leibniz Institute for Financial Research SAFE.
- Reschenhofer, Erhard, 1996. "On the asymptotic behavior of Akaike's BIC," Statistics & Probability Letters, Elsevier, vol. 27(2), pages 171-175, April.
- Chowdhury, Khorshed, 2004. "Convergence of Per Capita GDP Across SAARC Countries," Economics Working Papers wp04-07, School of Economics, University of Wollongong, NSW, Australia.
- Schorfheide, Frank, 2005. "VAR forecasting under misspecification," Journal of Econometrics, Elsevier, vol. 128(1), pages 99-136, September.
- Hindman Persson, Therése, 2001. "Women's Health Choices and the Effects on Child Health," Working Papers 2001:7, Lund University, Department of Economics, revised 21 Jan 2002.
- Castle Jennifer L. & Doornik Jurgen A & Hendry David F., 2011. "Evaluating Automatic Model Selection," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-33, February.
- Donald W.K. Andrews & Biao Lu, 1999. "Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models," Cowles Foundation Discussion Papers 1233, Cowles Foundation for Research in Economics, Yale University.
- repec:col:000385:016121 is not listed on IDEAS
- Kim, Jae-Young, 2012. "Model selection in the presence of nonstationarity," Journal of Econometrics, Elsevier, vol. 169(2), pages 247-257.
- Kloek, T., 1986. "How Can We Get Rid Of Dogmatic Prior Information?," Econometric Institute Archives 272348, Erasmus University Rotterdam.
- Guisan, M.Carmen, 2002. "Causalidad y cointegracion en modelos econometricos: Aplicaciones a los paises de la OCDE y limitaciones de los tests de cointegracion," Economic Development 61, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics..
- Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
- K.R. Sawyer, 1981. "Econometric Model Selection in Perspective," Economics Discussion / Working Papers 81-11, The University of Western Australia, Department of Economics.
- Golan, Amos, 2001. "A simultaneous estimation and variable selection rule," Journal of Econometrics, Elsevier, vol. 101(1), pages 165-193, March.
- repec:spr:adstae:978-3-540-75571-5 is not listed on IDEAS
- Rashid, Abdul, 2004. "Sectoral Linkages; Identifying the Key Growth Stimulating Sector of the Pakistan Economy," MPRA Paper 27210, University Library of Munich, Germany.