Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification

Journal of Econometrics

Volumn 158, Issue 2, 2010, Pages 204-220

  Spanos, Aris ^a  

^a VIRGINIA POLYTECHNIC INSTITUTE AND STATE UNIVERSITY   (United States)

Author keywords

AIC; Akaike Information Criterion; AR (p); BIC; Curve fitting; Double use of data; Gauss linear model; GIC; Infinite regress and circularity; Least squares; Linear regression model; Mathematical approximation theory; MDL; Mis specification testing; Model averaging; Model selection; Model specification; Pre test bias; Reliability of inference; Respecification; Simplicity; Statistical adequacy

Indexed keywords

AIC; AKAIKE INFORMATION CRITERION; AR (P); BIC; DOUBLE-USE OF DATA; GIC; INFINITE REGRESS AND CIRCULARITY; LEAST SQUARE; LINEAR MODEL; LINEAR REGRESSION MODEL; MATHEMATICAL APPROXIMATION THEORY; MDL; MIS-SPECIFICATION TESTING; MODEL AVERAGING; MODEL SELECTION; MODEL SPECIFICATION; PRE-TEST BIAS; RESPECIFICATION; SIMPLICITY; STATISTICAL ADEQUACY;

APPROXIMATION THEORY; CURVE FITTING; INTERCALATION; LINEAR REGRESSION; QUALITY ASSURANCE; RANDOM PROCESSES; RELIABILITY THEORY; SPECIFICATIONS; STATISTICAL TESTS; STATISTICS;

STOCHASTIC MODELS;

EID: 77958158212     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2010.01.011     Document Type: Article

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