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Revision as of 02:23, 15 February 2024
scientific article
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English | Regression and time series model selection in small samples |
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Regression and time series model selection in small samples (English)
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1989
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asymptotic efficiency
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Akaike information criterion
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Kullback-Leibler information
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bias-corrected version of AIC
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autoregressive time series models
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Monte Carlo results
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linear regression model selection
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autoregressive model selection
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