On the general problem of model selection

Review of Economic Studies

Volumn 41, Issue 2, 1974, Pages 153-171

  Pesaran, M H ^a  

^a The Central Bank of Iran ^*  (Iran)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84946321787     PISSN: 00346527     EISSN: 1467937X     Source Type: Journal    
DOI: 10.2307/2296710     Document Type: Article

References (3)

1. Ahlfors, L. V. “Complex Analysis—An Introduction to the Theory of Analytic Functions of One Complex Variable”, Second Edition (McGraw-Hill, 1966).
2. Cochrane, D. and Orcutt, G. H. “Application of Least Squares Regression to Relationships Containing Autocorrelated Error Terms”, Journal of the American Statistical Association, 44 (1949), pp. 32–61.
3. Watson, G. S. and Hannan, E. J. “Serial Correlation in Regression Analysis—II”, Biometrika, 43 (1956), pp. 436–445.