Selecting nonlinear time series models using information criteria (Q3077654): Difference between revisions

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+Contemporaneous threshold autoregressive models: estimation, testing and forecasting
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Model Selection and the Principle of Minimum Description Length
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+Model Selection in Threshold Models
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+A Bayesian comparison of different classes of dynamic models using empirical data
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+Maximum likelihood principle and model selection when the true model is unspecified
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+Estimating the dimension of a model
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+Information criteria for selecting possibly misspecified parametric models
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+Q3999154
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+Q3928091
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