Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
在一般判别框架下统一了多种回归变量选择方法，并回顾了线性、非线性及非参数回归模型中的选择准则与假设检验程序。
The present paper addresses the selection-of-regressors issue into a general discrimination framework. We show how this framework is useful in unifying various procedures for selecting regressors and helpful in understanding the different strategies underlying these procedures. We review selection of regressors in linear, nonlinear and nonparametric regression models. In each case we successively consider model selection criteria and hypothesis testing procedures.