Selecting a Regression Saturated by Indicators

By Søren Johansen, David F. Hendry, Carlos Santos. 2007

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/4c5919a728f98be5bf1184e50230472aa86bf6c8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Bent Nielsen
2. Søren Johansen
3. Elias Oikarinen
4. K. Juselius
5. Muhammad Shahbaz
6. Martin Hoesli
7. David F. Hendry
8. Ilhan Ozturk

In Finance

1. Bent Nielsen
2. Søren Johansen
3. David F. Hendry
4. Morten Ørregaard Nielsen
5. Elias Oikarinen
6. Martin Hoesli
7. Muhammad Shahbaz
8. Cosimo Magazzino

In Statistics and Probability

1. Søren Johansen
2. Bent Nielsen
3. Morten Ørregaard Nielsen
4. David F. Hendry
5. F. Pretis
6. James G. MacKinnon
7. Jennifer L. Castle
8. Jurgen A. Doornik

Citations in the corpus

• An analysis of the indicator saturation estimator as a robust regression (2008, background): “Then where (1 We note that the result of Hendry, Johansen, and Santos (2008) is a special case of Theorem 4.4.”