Data-Driven Selection of Regressors and the Bootstrap

Author:

Dijkstra T. K.,Veldkamp J. H.

Publisher

Springer Berlin Heidelberg

Reference13 articles.

1. Atkinson, A.C. (1980): A note on the generalized information criterion for choice of a model, Biometrika, 67, 413–418.

2. Atkinson, A.C. (1981): Likelihood ratios, posterior odds and information criteria, Journal of Econometrics, 16, 15–20.

3. Bhansali, R.J. and Downham, D.Y. (1977): Some properties of the order of an autoregressive model selected by a generalization of Akaike’s EPF criterion, Biometrika, 64, 547–551.

4. Dijkstra, T.K. (1984): Misspecification and the choice of estimators, a heuristic approach, pp. 37–55 in Dijkstra, T.K. (ed.): Misspecification Analysis, Lecture Notes in Economics and Mathematical Systems (no. 237), Springer Verlag, Berlin.

5. Efron, B. (1979): Bootstrap methods, another look at the jackknife, The Annals of Statistics, 7, 1–26.

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