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On Model Uncertainty and its Statistical Implications

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Cover of 'On Model Uncertainty and its Statistical Implications'

Table of Contents

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    Book Overview
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    Chapter 1 On the Impact of Variable Selection in Fitting Regression Equations
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    Chapter 2 Data-Driven Selection of Regressors and the Bootstrap
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    Chapter 3 Autocorrelation Pre-Testing in Linear Models with AR(1) Errors
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    Chapter 4 On Cross-Validation for Predictor Evaluation in Time Series
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    Chapter 5 Modification of Factor Analysis Models in Covariance Structure Analysis a Monte Carlo Study
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    Chapter 6 Pitfalls for Forecasters
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    Chapter 7 Model Selection in Multinomial Experiments
Attention for Chapter 3: Autocorrelation Pre-Testing in Linear Models with AR(1) Errors
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