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Likelihood ratios, posterior odds and information criteria

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  • Atkinson, A. C.
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-45H2TBT-19/2/26d6629a97a94344719fd64891717798
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 16 (1981)
    Issue (Month): 1 (May)
    Pages: 15-20

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    Handle: RePEc:eee:econom:v:16:y:1981:i:1:p:15-20

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    Web page: http://www.elsevier.com/locate/jeconom

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    Cited by:
    1. Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, EconWPA, revised 31 Jul 1999.
    2. Ahn, Seung C. & Perez, M. Fabricio, 2010. "GMM estimation of the number of latent factors: With application to international stock markets," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 783-802, September.
    3. Neil R. Ericsson & Steven B. Kamin, 2008. "Constructive data mining: modeling Argentine broad money demand," International Finance Discussion Papers 943, Board of Governors of the Federal Reserve System (U.S.).
    4. 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.).
    5. A. Young, 1987. "On the information criterion for selecting regressors," Metrika, Springer, vol. 34(1), pages 185-194, December.

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