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dc.contributor.authorHerwartz, Helmuten
dc.date.accessioned2009-01-29T14:13:33Z-
dc.date.available2009-01-29T14:13:33Z-
dc.date.issued2007-
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
dc.language.isoengen
dc.publisher|aKiel University, Department of Economics |cKielen
dc.relation.ispartofseries|aEconomics Working Paper |x2007-09en
dc.subject.jelC22en
dc.subject.jelC51en
dc.subject.ddc330en
dc.subject.keywordModel selectionen
dc.subject.keywordspecification testingen
dc.subject.keywordLagrange multiplier testsen
dc.titleA note on model selection in (time series) regression models - General-to-specific or specific-to-general?-
dc.typeWorking Paperen
dc.identifier.ppn527926728en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:cauewp:5537en

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