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Information Criteria for Discriminating among Alternative Regression Models

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Sawa, Takamitsu
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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 46 (1978)
Issue (Month): 6 (November)
Pages: 1273-91
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Handle: RePEc:ecm:emetrp:v:46:y:1978:i:6:p:1273-91

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  1. Constantinos Goutis & Christian P. Robert, 1997. "Choice Among Hypotheses Using Estimation Criteria," Annales d'Economie et de Statistique, ADRES, issue 46, pages 01, Avril-Jui. [Downloadable!]
  2. Markus Mentz, & Steffen P. Sebastian, 2003. "Inflation convergence after the introduction of the Euro," CFS Working Paper Series 2003/30, Center for Financial Studies. [Downloadable!]
  3. John Y. Campbell, 1988. "Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis," NBER Working Papers 1805, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Michael Abbott, 1982. "Specification Tests of Quarterly Econometric Models of Aggregate Strike Frequency in Canada," Working Papers 527, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
  5. Norman R. Swanson & Halbert White, 1995. "A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Macroeconomics 9503004, EconWPA. [Downloadable!]
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  6. Hans-Martin Krolzig, 2000. "Computer Automation of General-to-Specific Model Selection Procedures," Econometric Society World Congress 2000 Contributed Papers 0411, Econometric Society. [Downloadable!]
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  7. Jesus Mur & Ana Angulo, 2004. "Vuong and Wald tests. Simplicity vs. Complexity," ERSA conference papers ersa04p36, European Regional Science Association. [Downloadable!]
  8. Jayant Menon, 1993. "Exchange Rate Pass-Through for Australian Manufactured Imports: Estimates from the Johansen Maximum-Likelihood Procedure," Centre of Policy Studies/IMPACT Centre Working Papers ip-60, Monash University, Centre of Policy Studies/IMPACT Centre. [Downloadable!]
  9. Smith, Aaron & Naik, Prasad A. & Tsai, Chih-Ling, 2005. "Markov-Switching Model Selection Using Kullback-Leibler Divergence," Working Papers 11976, University of California, Davis, Department of Agricultural and Resource Economics. [Downloadable!]
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  10. Casteren, P.H.F.M. & Merkies, A.H.Q.M., 1989. "A model for the employment pattern of construction projects," Serie Research Memoranda 0078, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  11. Jayant Menon, 1993. "Import Price and Activity Elasticities for the MONASH Model: Johansen FIML Estimation of Cointegration Vectors," Centre of Policy Studies/IMPACT Centre Working Papers ip-58, Monash University, Centre of Policy Studies/IMPACT Centre. [Downloadable!]
  12. Mark Wheeler, 1999. "The macroeconomic impacts of government debt: An empirical analysis of the 1980s and 1990s," Atlantic Economic Journal, International Atlantic Economic Society, vol. 27(3), pages 273-284, September. [Downloadable!] (restricted)
  13. Vuong, Quang H., 1986. "Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses," Working Papers 605, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
  14. Mikhail A. Noussinov & Raymond M. Leuthold, 1998. "Optimal Hedging Strategies for the U.S. Cattle Feeder," Finance 9804004, EconWPA. [Downloadable!]
  15. Grant Kirkpatrick, 1982. "Real factor prices and German manufacturing employment: A time series analysis, 1960I–1979IV," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 118(1), pages 79-103, March. [Downloadable!] (restricted)
  16. Geert Dhaene & Olivier Scaillet, 2000. "Reversed Score and Likelihood Ratio Tests," Econometric Society World Congress 2000 Contributed Papers 1746, Econometric Society. [Downloadable!]
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  17. Stefania D'Amico, 2005. "Density selection and combination under model ambiguity: an application to stock returns," Finance and Economics Discussion Series 2005-09, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  18. John Y. Campbell & Robert J. Shiller, 1988. "Cointegration and Tests of Present Value Models," NBER Working Papers 1885, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  19. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics. [Downloadable!]
  20. Julia Campos & Neil R. Ericsson & David F. Hendry, 2005. "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers 838, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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