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Volumn 22, Issue 5, 1998, Pages 647-665

A new technique for postsample model selection and validation

Author keywords

Bootstrap; Model; Postsample; Selection; Validation

Indexed keywords


EID: 0032065574     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(97)00085-7     Document Type: Article
Times cited : (39)

References (13)
  • 1
    • 0000428582 scopus 로고
    • Advertising and aggregate consumption: An analysis of causality
    • Ashley, R., Granger, C.W.J., Schmalensec, R.L., 1980. Advertising and aggregate consumption: an analysis of causality. Econometrica 48, 1149-1168.
    • (1980) Econometrica , vol.48 , pp. 1149-1168
    • Ashley, R.1    Granger, C.W.J.2    Schmalensec, R.L.3
  • 2
    • 85005300593 scopus 로고
    • Inflation and the distribution of price changes across markets: A causal analysis
    • Ashley, R., 1981. Inflation and the distribution of price changes across markets: a causal analysis. Economic Inquiry 19, 650-660.
    • (1981) Economic Inquiry , vol.19 , pp. 650-660
    • Ashley, R.1
  • 4
    • 0001442091 scopus 로고
    • Simulated power functions
    • Beran, R., 1986. Simulated power functions. Annals of statistics 14, 151-73.
    • (1986) Annals of Statistics , vol.14 , pp. 151-173
    • Beran, R.1
  • 5
    • 0000424410 scopus 로고
    • Prepivoting to reduce level error of confidence sets
    • Beran, R., 1987. Prepivoting to reduce level error of confidence sets. Biometrika 74, 456-468.
    • (1987) Biometrika , vol.74 , pp. 456-468
    • Beran, R.1
  • 6
    • 0000485156 scopus 로고
    • Some asymptotic theory for the bootstrap
    • Bickel, P.J., Freedman D.A., 1981. Some asymptotic theory for the bootstrap. Annals of Statistics 9, 1196-1217.
    • (1981) Annals of Statistics , vol.9 , pp. 1196-1217
    • Bickel, P.J.1    Freedman, D.A.2
  • 10
    • 84950447423 scopus 로고
    • Bootstrapping a regression equation: Some empirical results
    • Theory and Methods Section
    • Freedman, D.A., Peters, S.C., 1984. Bootstrapping a regression equation: some empirical results. Journal of the American Statistical Association 79 (Theory and Methods Section), 97-106.
    • (1984) Journal of the American Statistical Association , vol.79 , pp. 97-106
    • Freedman, D.A.1    Peters, S.C.2
  • 11
    • 57849098713 scopus 로고
    • Sensitivity analysis would help
    • Leamer, E.E., 1985. Sensitivity analysis would help. American Economic Review 75 (3), 308-313.
    • (1985) American Economic Review , vol.75 , Issue.3 , pp. 308-313
    • Leamer, E.E.1
  • 12
    • 84977732024 scopus 로고
    • Was it real: The exchange rate interest differential relation over the modern floating-rate period
    • Meese, R.A., Rogoff, K., 1988. Was it real: the exchange rate interest differential relation over the modern floating-rate period. Journal of Finance 43, 933-948.
    • (1988) Journal of Finance , vol.43 , pp. 933-948
    • Meese, R.A.1    Rogoff, K.2
  • 13
    • 0000824767 scopus 로고
    • On asymptotic accuracy of Efron's bootstrap
    • Singh, 1980. On asymptotic accuracy of Efron's bootstrap. Annals of Statistics 9, 1187-1195.
    • (1980) Annals of Statistics , vol.9 , pp. 1187-1195
    • Singh1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.