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

DOI10.1016/J.ECONLET.2006.10.019MaRDI QIDQ1934049zbMATH OpenOpenAlexWikidataFDO

Authors Germana Giombini, Jerzy Szroeter

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

Akaike-Schwarzmodel selection criteria

Mathematics Subject Classification ID

Foundational topics in statistics (62A99) Statistical aspects of information-theoretic topics (62B10)

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Cites work

• An introduction to model selection
• Estimating the dimension of a model
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 857931 (Why is no real title available?)

Cited in

(1)

• Quasi-Bayesian model selection

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