Information Criteria for Discriminating Among Alternative Regression Models

From MaRDI portal
Publication:4176304

DOI10.2307/1913828zbMath0393.62025OpenAlexW1992895455MaRDI QIDQ4176304

Takamitsu Sawa

Publication date: 1978

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b1a3ec0f52485ca57e0b4eb64629f3d1e7e18ddc



Related Items

Markov-switching model selection using Kullback-Leibler divergence, Encompassing in stationary linear dynamic models, Selecting the best linear regression model. A classical approach, Comments on testing economic theories and the use of model selection criteria, Entropy, divergence and distance measures with econometric applications, Statistical Problem Classes and Their Links to Information Theory, On the distribution function of various model selection criteria with stochastic regressors, Information criteria in identifying regression models, Artificial neural networks: an econometric perspective, A corrected Clarke test for model selection and beyond, Likelihood of a model and information criteria, A comparison of the information and posterior probability criteria for model selection, On the choice of a discrepancy functional for model selection, Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case, A survey of Bayesian predictive methods for model assessment, selection and comparison, An Adaptive Method of Variable Selection in Regression, Decision rules for the choice of structural equations, Asymptotic behavior of encompassing test for independent processes: Case of linear and nearest neighbor regressions, Predictability, complexity, and catastrophe in a collapsible model of population, development, and environmental interactions, Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria, Evaluating modified generalized information criterion in presence of multicollinearity, Second-order bias-corrected AIC in multivariate normal linear models under non-normality, Minimum chi-square estimation and tests for model selection, Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests, Testing exogeneity in overidentified models, Semiparametric Generalized Estimating Equations in Misspecified Models, Point estimation with exponentially tilted empirical likelihood, Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators, Model equivalence tests in a parametric framework, Fourth order pseudo maximum likelihood methods, Bayes factors: Prior sensitivity and model generalizability, Hermite expansion and estimation of monotonic transformations of Gaussian data, Information theoretic framework for process control, Model selection and prediction: Normal regression, An information criterion for normal regression estimation, EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS, Computation of maximum entropy Dirichlet for modeling lifetime data, Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics, Misspecified models with dependent observations, A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES, Testing nested or non-nested hypotheses, Testing independence between discrete random variables