TY  - JOUR
CY  - New York
ID  - publications44138
UR  - http://tse-fr.eu/pub/126301
IS  - n°3
A1  - Lavergne, Pascal
N2  - 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.
VL  - vol.17
TI  - Selection of Regressors in Econometrics: Parametric and Nonparametric Methods
AV  - none
EP  - 273
Y1  - 1998///
PB  - Marcel Dekker
JF  - Econometric Reviews
KW  - Selection of regressor
KW  - Discrimination
SN  - 0747-4938
SP  - 227
ER  -