Selecting the best linear regression model: A classical approach☆

[1]  Q. Vuong Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses , 1989 .

[2]  James G. MacKinnon,et al.  Model specification tests against non-nested alternatives , 1983 .

[3]  H. White,et al.  Regularity conditions for cox's test of non-nested hypotheses , 1982 .

[4]  M. Pesaran On the comprehensive method of testing non-nested regression models , 1982 .

[5]  H. White Maximum Likelihood Estimation of Misspecified Models , 1982 .

[6]  J. MacKinnon,et al.  Several Tests for Model Specication in the Pres-ence of Alternative Hypotheses , 1981 .

[7]  Takeshi Amemiya,et al.  Selection of Regressors , 1980 .

[8]  H. White Using Least Squares to Approximate Unknown Regression Functions , 1980 .

[9]  Takamitsu Sawa,et al.  Information criteria for discriminating among alternative regression models / BEBR No. 455 , 1978 .

[10]  M. Pesaran,et al.  TESTING NON-NESTED NONLINEAR REGRESSION MODELS , 1978 .

[11]  G. Schwarz Estimating the Dimension of a Model , 1978 .

[12]  David S. Moore,et al.  Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit , 1977 .

[13]  R. R. Hocking The analysis and selection of variables in linear regression , 1976 .

[14]  M. H. Pesaran,et al.  On the general problem of model selection , 1974 .

[15]  C. L. Mallows Some comments on C_p , 1973 .

[16]  A. Zellner An Introduction to Bayesian Inference in Econometrics , 1971 .

[17]  H. Theil Principles of econometrics , 1971 .

[18]  Anthony C. Atkinson,et al.  A Method for Discriminating between Models , 1970 .

[19]  D. Lindley The Choice of Variables in Multiple Regression , 1968 .

[20]  David R. Cox,et al.  Further Results on Tests of Separate Families of Hypotheses , 1962 .

[21]  D. Cox Tests of Separate Families of Hypotheses , 1961 .

[22]  R. A. Leibler,et al.  On Information and Sufficiency , 1951 .

[23]  H. Hotelling The Selection of Variates for Use in Prediction with Some Comments on the General Problem of Nuisance Parameters , 1940 .