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https://hdl.handle.net/10419/22025
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Herwartz, Helmut | en |
dc.date.accessioned | 2009-01-29T14:13:33Z | - |
dc.date.available | 2009-01-29T14:13:33Z | - |
dc.date.issued | 2007 | - |
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 |
dc.language.iso | eng | en |
dc.publisher | |aKiel University, Department of Economics |cKiel | en |
dc.relation.ispartofseries | |aEconomics Working Paper |x2007-09 | en |
dc.subject.jel | C22 | en |
dc.subject.jel | C51 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Model selection | en |
dc.subject.keyword | specification testing | en |
dc.subject.keyword | Lagrange multiplier tests | en |
dc.title | A note on model selection in (time series) regression models - General-to-specific or specific-to-general? | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 527926728 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:cauewp:5537 | en |
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