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Volumn 28, Issue 1, 1999, Pages 51-71

Improved model selection criterion

Author keywords

Information criteria; Likelihood function; Linear regression model; Monte Carlo study; Penalty functions

Indexed keywords


EID: 0007222302     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610919908813535     Document Type: Article
Times cited : (5)

References (13)
  • 1
    • 0000501656 scopus 로고
    • Information theory and an extension of the maximum likelihood principle
    • (B.N. Petrov and F. Csaki), Budapest: Akademial Kiado
    • Akaike, H. (1973). 'Information theory and an extension of the maximum likelihood principle', Proceedings of the Second International Symposium on Information Theory, (B.N. Petrov and F. Csaki), Budapest: Akademial Kiado, 267-281.
    • (1973) Proceedings of the Second International Symposium on Information Theory , pp. 267-281
    • Akaike, H.1
  • 3
    • 30244459245 scopus 로고
    • Testing for serial correlation in least squares regression
    • Durbin, J. and Watson, G.S. (1951). 'Testing for serial correlation in least squares regression', Biometrika, 38, 159-178.
    • (1951) Biometrika , vol.38 , pp. 159-178
    • Durbin, J.1    Watson, G.S.2
  • 5
    • 0039979816 scopus 로고
    • University of British Columbia and University of New South Wales, School of Economics, Sydney, Australia
    • Fox, K.J. (1995). 'Model Selection Criteria : A Reference Source', University of British Columbia and University of New South Wales, School of Economics, Sydney, Australia.
    • (1995) Model Selection Criteria : A Reference Source
    • Fox, K.J.1
  • 6
    • 0000600527 scopus 로고
    • Comments on testing economic theories and the use of model selection criteria
    • Granger, C.J.W., King, M.L. and White, H. (1995). 'Comments on testing economic theories and the use of model selection criteria', Journal of Econometrics, 67, 173-187.
    • (1995) Journal of Econometrics , vol.67 , pp. 173-187
    • Granger, C.J.W.1    King, M.L.2    White, H.3
  • 7
    • 70349119250 scopus 로고
    • Regression and time series model selection in small samples
    • Hurvich, C.M. and Tsai, C.L. (1989). 'Regression and time series model selection in small samples', Biometrika, 76, 297-307.
    • (1989) Biometrika , vol.76 , pp. 297-307
    • Hurvich, C.M.1    Tsai, C.L.2
  • 8
    • 84982370280 scopus 로고
    • The Durbin-Watson bounds test and regressions without an intercept
    • King, M.L. (1981). 'The Durbin-Watson bounds test and regressions without an intercept', Australian Economic Papers, 20, 161-170.
    • (1981) Australian Economic Papers , vol.20 , pp. 161-170
    • King, M.L.1
  • 9
    • 0001273705 scopus 로고
    • A comparison of model selection criteria
    • Mills, J.A. and Prasad, K. (1992). 'A comparison of model selection criteria', Econometric Reviews, 11, 201-233.
    • (1992) Econometric Reviews , vol.11 , pp. 201-233
    • Mills, J.A.1    Prasad, K.2
  • 10
    • 0001662579 scopus 로고
    • Maximum likelihood principle and model selection when the true model is unspecified
    • Nishii, R. (1988). 'Maximum likelihood principle and model selection when the true model is unspecified', Journal of Multivariate Analysis, 27, 392-403.
    • (1988) Journal of Multivariate Analysis , vol.27 , pp. 392-403
    • Nishii, R.1
  • 11
    • 85034517407 scopus 로고    scopus 로고
    • Probability of correct identification in model selection
    • (P. Bardsley and V.L. Martin, Eds.), Melbourne: University of Melbourne
    • Rahman, M.S. and King, M.L. (1997). 'Probability of correct identification in model selection', Proceedings of the Econometric Society Australasian Meeting, 2 (P. Bardsley and V.L. Martin, Eds.), Melbourne: University of Melbourne, 613-640.
    • (1997) Proceedings of the Econometric Society Australasian Meeting , vol.2 , pp. 613-640
    • Rahman, M.S.1    King, M.L.2
  • 12
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • Schwartz, G. (1978). 'Estimating the dimension of a model', The Annals of Statistics, 6, 461-464.
    • (1978) The Annals of Statistics , vol.6 , pp. 461-464
    • Schwartz, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.