Model Building And Data Mining
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DOI: 10.1081/ETC-100103820
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References listed on IDEAS
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- Sawa, Takamitsu & Hiromatsu, Takeshi, 1973. "Minimax Regret Significance Points for a Preliminary Test in Regression Analysis," Econometrica, Econometric Society, vol. 41(6), pages 1093-1101, November.
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- 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.
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More about this item
Keywords
Bayes; Loss function; Pre-test estimation; Specification searches; Stein-James estimator; JEL Classification: C44; C51;All these keywords.
JEL classification:
- 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
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