Quasi Akaike and quasi Schwarz criteria for model selection: a surprising consistency result

DOI10.1016/j.econlet.2006.10.019zbMath1255.62015WikidataQ59157101 ScholiaQ59157101MaRDI QIDQ1934049

Jerzy Szroeter, Germana Giombini

Publication date: 28 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2006.10.019

zbMATH Keywords

model selection criteria; Akaike-Schwarz

Mathematics Subject Classification ID

62B10: Statistical aspects of information-theoretic topics

62A99: Foundational topics in statistics