| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5061271 | Economics Letters | 2010 | 4 Pages |
Abstract
Following a general-to-specific modelling strategy, empirical economists sometimes delete variables with “wrong” signs from a regression equation. Such an elementary model selection step may affect subsequent inference. We determine the post-model-selection [PMS] effect analytically and numerically.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Uwe Hassler,