Effects of skewness and kurtosis on model selection criteria
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 59 (1998)
Issue (Month): 1 (April)
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Web page: http://www.elsevier.com/locate/ecolet
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Zaman, A., 1984. "Avoiding model selection by the use of shrinkage techniques," Journal of Econometrics, Elsevier, Elsevier, vol. 25(1-2), pages 73-85.
- SÃ½dÃ½ka BaÃ¾Ã§Ã½ & Asad Zaman & Arzdar KiracÃ½, 2010.
"Variance Estimates and Model Selection,"
International Econometric Review (IER), Econometric Research Association,
Econometric Research Association, vol. 2(2), pages 57-72, September.
- SÃ½dÃ½ka BaÃ¾Ã§Ã½ & Asad Zaman, 1998. "Variance Estimates and Model Selection," Departmental Working Papers, Bilkent University, Department of Economics 9814, Bilkent University, Department of Economics.
- Arie Preminger & Shinichi Sakata, 2007.
"A model selection method for S-estimation,"
Econometrics Journal, Royal Economic Society,
Royal Economic Society, vol. 10(2), pages 294-319, 07.
- PREMINGER, Arie & SAKATA, Shinichi, 2005. "A model selection method for S-estimation," CORE Discussion Papers, UniversitÃ© catholique de Louvain, Center for Operations Research and Econometrics (CORE) 2005073, UniversitÃ© catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2007. "Expectations Hypothesis Tests in the Presence of Model Uncertainty," Discussion Paper Series 0703, Institute of Economic Research, Korea University.
- repec:ebl:ecbull:v:3:y:2005:i:19:p:1-5 is not listed on IDEAS
- Carlos MACHADO-SANTOS & Ana Cristina FERNANDES, 2005. "Skewness in Financial Returns: Evidence from the Portuguese Stock Market (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 55(9-10), pages 460-470, September.
- Mezgebo, Taddese, 2009. "A multivariate approach for identification of optimal locations with in Ethiopia’s wheat market to tackle soaring inflation on food price," MPRA Paper 18663, University Library of Munich, Germany.
- Panait, Iulian & Slavescu, Ecaterina Oana, 2012. "Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011," MPRA Paper 38751, University Library of Munich, Germany.
- E Bataa & D R Osborn & D H Kim, 2006.
"A Further Examination of the Expectations Hypothesis for the Term Structure,"
Centre for Growth and Business Cycle Research Discussion Paper Series
72, Economics, The Univeristy of Manchester.
- Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2006. "A Further Examination of the Expectations Hypothesis for the Term Structure," The School of Economics Discussion Paper Series, Economics, The University of Manchester 0611, Economics, The University of Manchester.
- Laws, Jason & Thompson, John, 2004. "The efficiency of financial futures markets: Tests of prediction accuracy," European Journal of Operational Research, Elsevier, Elsevier, vol. 155(2), pages 284-298, June.
- Judith A. Giles & Sadaf Mirza, 1999. "Some Pretesting Issues on Testing for Granger Noncausality," Econometrics Working Papers 9914, Department of Economics, University of Victoria.
- Loizos, Konstantinos & Thompson, John, 2001. "The Demand for Money in Greece 1962 to 1998," MPRA Paper 54035, University Library of Munich, Germany.
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