relation: https://publications.ut-capitole.fr/id/eprint/44138/
title: Selection of Regressors in Econometrics: Parametric and Nonparametric Methods
creator: Lavergne, Pascal
subject: B- ECONOMIE ET FINANCE
description: 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.
publisher: Marcel Dekker
date: 1998
type: Article
type: PeerReviewed
identifier:   Lavergne, Pascal <https://www.idref.fr/177855533>  (1998) Selection of Regressors in Econometrics: Parametric and Nonparametric Methods.    Econometric Reviews, vol.17 (n°3).  pp. 227-273.       
relation: http://tse-fr.eu/pub/126301
relation: 10.1080/07474939808800415
identifier: 10.1080/07474939808800415
doi: 10.1080/07474939808800415
language: en