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

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+Fitting autoregressive models for prediction
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+Q4769776
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+The risk inflation criterion for multiple regression
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+Bayesian averaging, prediction and nonnested model selection
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+ON VARIABLE SELECTION IN LINEAR REGRESSION
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+A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
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+Admissible variable-selection procedures when fitting regression models by least squares for prediction
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+An estimator of the number of change points based on a weak invariance principle
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+Parametric or nonparametric? A parametricness index for model selection
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+Information criterion for Gaussian change-point model
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+Approximating the Bayes factor
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+An optimal selection of regression variables
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+Information criteria for selecting possibly misspecified parametric models
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+Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
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+PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE?
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+Estimating the number of change-points via Schwarz' criterion
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+Q3497042
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+Testing and dating of structural changes in practice
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+Testing, monitoring, and dating structural changes in exchange rate regimes
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