Non-monotonic penalizing for the number of structural breaks (Q2259336): Difference between revisions

@@ Property / DOI @@
-.1007/s00180-013-0419-4
@@ Property / DOI: 10.1007/s00180-013-0419-4 / rank @@
-Normal rank
@@ Property / cites work @@
+Fitting autoregressive models for prediction
@@ Property / cites work: Fitting autoregressive models for prediction / rank @@
+Normal rank
@@ Property / cites work @@
+Q4769776
@@ Property / cites work: Q4769776 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+The problem of the Nile: Conditional solution to a changepoint problem
+Normal rank
@@ Property / cites work @@
+The risk inflation criterion for multiple regression
+Normal rank
@@ Property / cites work @@
+Calibration and empirical Bayes variable selection
+Normal rank
@@ Property / cites work @@
+Bayesian averaging, prediction and nonnested model selection
+Normal rank
@@ Property / cites work @@
+ON VARIABLE SELECTION IN LINEAR REGRESSION
@@ Property / cites work: ON VARIABLE SELECTION IN LINEAR REGRESSION / rank @@
+Normal rank
@@ Property / cites work @@
+A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
+Normal rank
@@ Property / cites work @@
+Admissible variable-selection procedures when fitting regression models by least squares for prediction
+Normal rank
@@ Property / cites work @@
+An estimator of the number of change points based on a weak invariance principle
+Normal rank
@@ Property / cites work @@
+Q4344418
@@ Property / cites work: Q4344418 / rank @@
+Normal rank
@@ Property / cites work @@
+Parametric or nonparametric? A parametricness index for model selection
+Normal rank
@@ Property / cites work @@
+Information criterion for Gaussian change-point model
+Normal rank
@@ Property / cites work @@
+Approximating the Bayes factor
@@ Property / cites work: Approximating the Bayes factor / rank @@
+Normal rank
@@ Property / cites work @@
+Q5487069
@@ Property / cites work: Q5487069 / rank @@
+Normal rank
@@ Property / cites work @@
+Identifying the determinants of foreign direct investment: a data-specific model selection approach
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
+Normal rank
@@ Property / cites work @@
+An optimal selection of regression variables
@@ Property / cites work: An optimal selection of regression variables / rank @@
+Normal rank
@@ Property / cites work @@
+Information criteria for selecting possibly misspecified parametric models
+Normal rank
@@ Property / cites work @@
+Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
+Normal rank
@@ Property / cites work @@
+PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE?
+Normal rank
@@ Property / cites work @@
+Estimating the number of change-points via Schwarz' criterion
+Normal rank
@@ Property / cites work @@
+Q3497042
@@ Property / cites work: Q3497042 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing and dating of structural changes in practice
+Normal rank
@@ Property / cites work @@
+Testing, monitoring, and dating structural changes in exchange rate regimes
+Normal rank
@@ Property / DOI @@
+.1007/S00180-013-0419-4
@@ Property / DOI: 10.1007/S00180-013-0419-4 / rank @@
+Normal rank