Information Criteria for Discriminating Among Alternative Regression Models
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(47)- Misspecified models with dependent observations
- Selecting the best linear regression model. A classical approach
- Likelihood of a model and information criteria
- A comparison of the information and posterior probability criteria for model selection
- Decision rules for the choice of structural equations
- Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
- Model selection and prediction: Normal regression
- Encompassing in stationary linear dynamic models
- Computation of maximum entropy Dirichlet for modeling lifetime data
- Information theoretic framework for process control
- Comments on testing economic theories and the use of model selection criteria
- Entropy, divergence and distance measures with econometric applications
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
- Model equivalence tests in a parametric framework
- Bayes factors: Prior sensitivity and model generalizability
- Markov-switching model selection using Kullback-Leibler divergence
- Semiparametric generalized estimating equations in misspecified models
- Hermite expansion and estimation of monotonic transformations of Gaussian data
- Existence and characterization of conditional density projections
- Second-order bias-corrected AIC in multivariate normal linear models under non-normality
- Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case
- An Adaptive Method of Variable Selection in Regression
- Testing exogeneity in overidentified models
- On the distribution function of various model selection criteria with stochastic regressors
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
- On the choice of a discrepancy functional for model selection
- Predictability, complexity, and catastrophe in a collapsible model of population, development, and environmental interactions
- Evaluating modified generalized information criterion in presence of multicollinearity
- Information criteria in identifying regression models
- Artificial neural networks: an econometric perspective∗
- Statistical problem classes and their links to information theory
- Asymptotic behavior of encompassing test for independent processes: case of linear and nearest neighbor regressions
- A max-correlation white noise test for weakly dependent time series
- Testing independence between discrete random variables
- A corrected Clarke test for model selection and beyond
- Joint monitoring using information theoretic control charts
- Minimum chi-square estimation and tests for model selection
- Causal relationships between cryptocurrencies: the effects of sampling interval and sample size
- Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting
- Optimally-transported generalized method of moments
- Model selection tests for truncated vine copulas under nested hypotheses
- Fourth order pseudo maximum likelihood methods
- An information criterion for normal regression estimation
- Testing nested or non-nested hypotheses
- Point estimation with exponentially tilted empirical likelihood
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