January 1976
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63 Citations
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... Our selection criteria were that an additional parameter or more complex specification (e.g., natural log rather than the variable itself) had to be statistically significant and add at least 1% to the adjusted R2 value of the model. Because the discriminatory power of significance tests tends to decline as sample size increases (Henkel 1976), these criteria helped us determine whether a particular parameter made a substantive contribution to the explanation of forecast error. Details of the model selection procedures are available from the authors on request. ...
- Citing Book
January 1976