This research was supported in part by grants from the Open Society Foundations and the Oxford Martin School.
Model Selection in Equations with Many ‘Small’ Effects*
Version of Record online: 8 OCT 2012
© Blackwell Publishing Ltd and the Department of Economics, University of Oxford 2012
Oxford Bulletin of Economics and Statistics
Special Issue: Large Data Sets
Volume 75, Issue 1, pages 6–22, February 2013
How to Cite
Castle, J. L., Doornik, J. A. and Hendry, D. F. (2013), Model Selection in Equations with Many ‘Small’ Effects. Oxford Bulletin of Economics and Statistics, 75: 6–22. doi: 10.1111/j.1468-0084.2012.00727.x
- Issue online: 21 DEC 2012
- Version of Record online: 8 OCT 2012
- Final Manuscript Received: August 2012
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