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dc.contributor.authorHerwartz, Helmuten_US
dc.date.accessioned2009-01-29T14:13:33Z-
dc.date.available2009-01-29T14:13:33Z-
dc.date.issued2007en_US
dc.identifier.urihttp://hdl.handle.net/10419/22025-
dc.description.abstractThe 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.isoengen_US
dc.relation.ispartofseriesEconomics working paper / Christian-Albrechts-Universität Kiel, Department of Economics 2007,09en_US
dc.subject.jelC22en_US
dc.subject.jelC51-
dc.subject.ddc330en_US
dc.subject.keywordModel selectionen_US
dc.subject.keywordspecification testingen_US
dc.subject.keywordLagrange multiplier testsen_US
dc.titleA note on model selection in (time series) regression models - General-to-specific or specific-to-general?en_US
dc.typeWorking Paperen_US
dc.identifier.ppn527926728en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:cauewp:5537-
Appears in Collections:Economics Working Papers, Department of Economics, CAU Kiel

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