Avoiding model selection by the use of shrinkage techniques-Reference-Cited by-同舟云学术

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Avoiding model selection by the use of shrinkage techniques

Published:1984-05 Issue:1-2 Volume:25 Page:73-85
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Zaman A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference32 articles.

1. Statistical predictor identification;Akaike;Annals of the Institute of Statistical Mathematics,1970

2. Information theory and an extension of the maximum likelihood principle;Akaike,1973

3. Likelihood of a model and information criteria;Akaike;Journal of Econometrics,1981

4. The predictor sum of squares as a criterion for selecting predictor variables;Allen,1971

5. Selection of regressors;Amemiya;International Economic Review,1980

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Effects of skewness and kurtosis on model selection criteria;Economics Letters;1998-04

2. A bayesian analysis of the use of pooled coefficients in a structural regional economic model;International Journal of Forecasting;1995-09

3. Fighting the teflon factor;Journal of Econometrics;1991-04

4. A procedure foe improving upon the performance of the traditional heteroskedast1c1ty pretest estimator;Communications in Statistics - Theory and Methods;1990-01

5. Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae;Communications in Statistics - Theory and Methods;1989-01

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