A note on model selection in (time series) regression models - General-to-specific or specific-to-general?
| Year of publication: |
2007
|
|---|---|
| Authors: | Herwartz, Helmut |
| Institutions: | Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel |
| Subject: | Model selection | specification testing | Lagrange multiplier tests |
| Extent: | application/pdf |
|---|---|
| Series: | Economics Working Papers. - ISSN 2193-2476. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 2007,09 |
| Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005082906