Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
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DOI: 10.1080/07474939808800415
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References listed on IDEAS
- Lavergne, Pascal, 2001.
"An equality test across nonparametric regressions,"
Journal of Econometrics, Elsevier, vol. 103(1-2), pages 307-344, July.
- Lavergne, Pascal, 1998. "An equality test across nonparametric regressions," SFB 373 Discussion Papers 1998,79, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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Cited by:
- Maslov, Alexander, 2010. "Функция «Производство-Потребление» Как Методологическое Обоснование Эффективности Региональной Господдержки (На Примере Юфо) [Function "production-consumption" as methodological substanti," MPRA Paper 42767, University Library of Munich, Germany.
- El Ghouch, Anouar & Genton, Marc G. & Bouezmarni , Taoufik, 2012. "Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing," LIDAM Discussion Papers ISBA 2012001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Christophe Bontemps & Grayham E. Mizon, 2008. "Encompassing: Concepts and Implementation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 721-750, December.
- Anouar El Ghouch & Marc G. Genton & Taoufik Bouezmarni, 2013. "Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 455-470, September.
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More about this item
Keywords
Selection of regressors; Discrimination; JEL Classification: Primary C52: Secondary C20;All these keywords.
JEL classification:
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
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