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The Effect of Model Selection on Confidence Regions and Prediction Regions
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- Journal:
- Econometric Theory / Volume 11 / Issue 3 / June 1995
- Published online by Cambridge University Press:
- 11 February 2009, pp. 537-549
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ON VARIABLE SELECTION IN LINEAR REGRESSION
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- Journal:
- Econometric Theory / Volume 18 / Issue 4 / August 2002
- Published online by Cambridge University Press:
- 17 May 2002, pp. 913-925
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VALID CONFIDENCE INTERVALS IN REGRESSION AFTER VARIABLE SELECTION
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- Journal:
- Econometric Theory / Volume 14 / Issue 4 / August 1998
- Published online by Cambridge University Press:
- 01 August 1998, pp. 463-482
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Parameter values of ARMA models minimising the one-step-ahead prediction error when the true system is not in the model set
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- Journal:
- Journal of Applied Probability / Volume 20 / Issue 2 / June 1983
- Published online by Cambridge University Press:
- 14 July 2016, pp. 405-408
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- June 1983
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The use of prior information in the estimation of the optimal interpolator parameter
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- Journal:
- Journal of Applied Probability / Volume 18 / Issue 1 / March 1981
- Published online by Cambridge University Press:
- 14 July 2016, pp. 302-308
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- March 1981
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