@article{publications44138,
          volume = {vol.17},
          number = {n?3},
          author = {Pascal Lavergne},
         address = {New York},
           title = {Selection of Regressors in Econometrics: Parametric and Nonparametric Methods},
       publisher = {Marcel Dekker},
            year = {1998},
         journal = {Econometric Reviews},
           pages = {227--273},
        keywords = {Selection of regressor, Discrimination},
             url = {https://publications.ut-capitole.fr/id/eprint/44138/},
        abstract = {The present paper addresses the selection-of-regressors issue into a general discrimination framework. We show how this framework is useful in unifying various procedures for selecting regressors and helpful in understanding the different strategies underlying these procedures. We review selection of regressors in linear, nonlinear and nonparametric regression models. In each case we successively consider model selection criteria and hypothesis testing procedures.}
}