Automatic selection of indicators in a fully saturated regression

Carlos Santos (), David Hendry and Soren Johansen

Computational Statistics, 2008, vol. 23, issue 2, 317-335

Keywords: Indicators; Regression saturation; Subset selection; Model selection (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (207)

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DOI: 10.1007/s00180-007-0054-z

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