The Focused Information Criterion
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Publication:4468544
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- Order selection in ARMA models using the focused information criterion
- Minimizing sensitivity to model misspecification
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- Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms
- Bootstrapping multiple linear regression after variable selection
- Stein-like 2SLS estimator
- The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models
- Comparing normal random samples, with uncertainty about the priors and utilities
- A nonparametric method for identifying structural damage in bridges based on the best-fit auto-regressive models
- A comparison of two model averaging techniques with an application to growth empirics
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