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Christian-Albrechts-Universität Kiel (CAU) >
Department of Economics, Universität Kiel >
Economics Working Papers, Department of Economics, CAU Kiel >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/22025
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Herwartz, Helmut | | en_US |
| dc.date.accessioned | | 2009-01-29T14:13:33Z | | - |
| dc.date.available | | 2009-01-29T14:13:33Z | | - |
| dc.date.issued | | 2007 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/22025 | | - |
| dc.description.abstract | | The paper provides Monte Carlo evidence on the performance of general-to-specific and specific-to-general selection of explanatory variables in linear (auto)regressions. In small samples the former is markedly inefficient in terms of ex-ante forecasting performance. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.relation.ispartofseries | | Economics working paper / Christian-Albrechts-Universität Kiel, Department of Economics 2007,09 | | en_US |
| dc.subject.jel | | C22 | | en_US |
| dc.subject.jel | | C51 | | - |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Model selection | | en_US |
| dc.subject.keyword | | specification testing | | en_US |
| dc.subject.keyword | | Lagrange multiplier tests | | en_US |
| dc.title | | A note on model selection in (time series) regression models - General-to-specific or specific-to-general? | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 527926728 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| dc.identifier.repec | | RePEc:zbw:cauewp:5537 | | - |
| Appears in Collections: | | Economics Working Papers, Department of Economics, CAU Kiel
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