Using Akaike's Criterion and Bordered Matrices for Initial Variable Selection for Econometric Model Evaluated with Least Squares Method
Journal Title: Central European Review of Economics and Finance - Year 2015, Vol 9, Issue 3
Abstract
In this paper the usage of bordered matrices for selection of independent variables for econometric model evaluated with least squares method is shown. AIC was chosen as criterion of selection. Practical example of the method is also presented.(original abstract)
Authors and Affiliations
Zbigniew Śleszyński
Keywords
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- EP ID EP209150
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