Automatic selection of indicators in a fully saturated regression
| Year of publication: |
2008
|
|---|---|
| Authors: | Santos, Carlos ; Hendry, David ; Johansen, Soren |
| Published in: |
Computational Statistics. - Springer. - Vol. 23.2008, 2, p. 317-335
|
| Publisher: |
Springer |
| Subject: | Indicators | Regression saturation | Subset selection | Model selection |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613150