Selecting regressors for prediction using PRESS and White $t$ statistics

Magee, Lonnie, Veall, Michael R. . Journal of Business & Economic Statistics 1991. 9 :91-96

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Bibtex

@article{CIS-100065,
  Author = {Magee, Lonnie and Veall, Michael R.},
  Title = {Selecting regressors for prediction using PRESS and White $t$ statistics},
  Journal = {Journal of Business & Economic Statistics},
  Volume = {9},
  Year = {1991},
  Pages = {91--96},
  Keywords = {Specification}
}

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