Pages that link to "Item:Q1915447"
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The following pages link to Information criteria for selecting possibly misspecified parametric models (Q1915447):
Displayed 28 items.
- Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
- Cluster analysis of panel data sets using non-standard optimisation of information criteria (Q956563) (← links)
- Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
- Forecasting exchange rate volatility using conditional variance models selected by information criteria (Q1274416) (← links)
- Moderate deviations of minimum contrast estimators under contamination (Q1412368) (← links)
- Duration dependence and nonparametric heterogeneity: A Monte Carlo study (Q1573368) (← links)
- An analytically tractable interest rate model with humped volatility (Q1579480) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- Bootstrapping forecast intervals in ARCH models (Q1969428) (← links)
- Statistical tests for comparing possibly misspecified and nonnested models (Q1977909) (← links)
- Complexity control in statistical learning (Q2371223) (← links)
- Forecasting business profitability by using classification techniques: a comparative analysis based on a Spanish case (Q2485344) (← links)
- Selecting nonlinear time series models using information criteria (Q3077654) (← links)
- Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675) (← links)
- Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (Q3440767) (← links)
- ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS (Q3440787) (← links)
- Optimality of estimators for misspecified semi-Markov models (Q3498582) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Bounds for inference with nuisance parameters present only under the alternative (Q4416025) (← links)
- Model selection tests for nonlinear dynamic models (Q4551769) (← links)
- Joint Selection of the Model and the Information Set in Heteroskedastic Dynamic Models (Q5290376) (← links)
- A model selection method for S‐estimation (Q5427671) (← links)
- Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models (Q5467624) (← links)
- THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- A simultaneous estimation and variable selection rule (Q5931143) (← links)
- A note about model selection and tests for non-nested contingent valuation models (Q5958531) (← links)