Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria

DOI10.1016/0304-4076(91)90039-GzbMATH Open0737.62028MaRDI QIDQ1174643FDOQ1174643

Authors: Hiroki Tsurumi, Hajime Wago 

Publication date: 25 June 1992

Published in: Journal of Econometrics (Search for Journal in Brave)

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zbMATH Keywords

model selectionAICsampling distributionquadratic formsAkaike's information criterionnonnested linear modelsdegenerate hypergeometric functiondistribution of MSEFEfron's confidence intervalmean squared error of forecastsampling experimentssmallest posterior meantables of empirical probabilities of correct selection

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Bayesian inference (62F15) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

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Cited In (2)

• Determining the MSE-optimal cross section to forecast
• Title not available (Why is that?)

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