Pages that link to "Item:Q1824971"
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The following pages link to Model selection under nonstationarity: Autoregressive models and stochastic linear regression models (Q1824971):
Displayed 12 items.
- Informational complexity criteria for regression models. (Q1274149) (← links)
- On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860) (← links)
- Inferring the rank of a matrix (Q1362038) (← links)
- The GIC for model selection: A hypothesis testing approach (Q1579998) (← links)
- A GIC rule for assessing data transformation in regression (Q1770069) (← links)
- Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
- Selecting mixed-effects models based on a generalized information criterion (Q2489780) (← links)
- Consistency of a class of information criteria for model selection in non-linear regression (Q3135324) (← links)
- Convergence rates of the generalized information criterion (Q4222479) (← links)
- STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS (Q5697614) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)