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Sub-sample model selection procedures in general-to-specific modelling

Publication status:: Published

Peer review status:: Peer reviewed

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APA Style

Hendry, D., & Krolzig, H. (2004). Sub-sample model selection procedures in general-to-specific modelling. In R. Becker & S. Hurn (Eds.), Contemporary issues in economics and econometrics: theory and application (pp. 53–75). Edward Elgar Publishing.

MLA Style

Hendry, D., and H. Krolzig. “Sub-Sample Model Selection Procedures in General-to-Specific Modelling.” Contemporary Issues in Economics and Econometrics: Theory and Application, edited by R Becker and S Hurn, Edward Elgar Publishing, 2004, pp. 53–75.

Chicago Style

Hendry, D, and H Krolzig. 2004. “Sub-Sample Model Selection Procedures in General-to-Specific Modelling.” In Contemporary Issues in Economics and Econometrics: Theory and Application, edited by R Becker and S Hurn, 53–75. Edward Elgar Publishing.
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Authors

+ Hendry, D More by this author

Institution:: University of Oxford
Division:: SSD
Department:: Economics
Research group:: Econometrics
Oxford college:: Nuffield College
Role:: Author

+ Krolzig, H More by this author

Institution:: University of Kent
Department:: Department of Economics
Role:: Author

Contributors

Institution:: University of Manchester
Role:: Editor

Institution:: Queensland University of Technology, Australia
Role:: Editor

Publisher:: Edward Elgar Publishing
Host title:: Contemporary issues in economics and econometrics: theory and application
Pages:: 53-75
Publication date:: 2004-01-01
ISBN:: 1843766175

Language:: English
Subjects:: Econometrics

Economics
UUID:: uuid:f27b5c8f-f4dd-46f3-8e7e-864093411eb0
Local pid:: ora:1950
Deposit date:: 2008-05-13

Terms of use

Copyright holder:: Edward Elgar
Copyright date:: 2004
Notes:: The full-text of this book chapter is not available in ORA. Citation: Hendry, D. F. & Krolzig, H-M. (2004). Sub-sample model selection procedures in general-to-specific modelling. In: Becker, R. & Hurn, S. (eds.), Contemporary issues in economics and econometrics: theory and application, Cheltenham: Edward Elgar, pp. 53-75.

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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