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A Note on the Selection of Time Series Models

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Author Info
Serena Ng () (Boston College)
Pierre Perron () (Boston University, C.R.D.E., Universite de Montreal)

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Abstract

We consider issues related to the order of an autoregression selected using information criteria. We study the sensitivity of the estimated order to i) whether the effective number of observations is held fixed when estimating models of different order, ii) whether the estimate of the variance is adjusted for degrees of freedom, and iii) how the penalty for overfitting is defined in relation to the total sample size. Simulations show that the lag length selected by both the Akaike and the Schwarz information criteria are sensitive to these parameters in finite samples. The methods that give the most precise estimates are those that hold the effective sample size fixed across models to be compared. Theoretical considerations reveal that this is indeed necessary for valid model comparisons. Guides to robust model selection are provided.

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File URL: http://fmwww.bc.edu/EC-P/WP500.pdf
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Publisher Info
Paper provided by Boston College Department of Economics in its series Boston College Working Papers in Economics with number 500.

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Length: 18 pages
Date of creation: 15 Jun 2001
Date of revision:
Handle: RePEc:boc:bocoec:500

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Related research
Keywords: Information Criteria; AIC; BIC; lag length selection;

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Find related papers by JEL classification:
F30 - International Economics - - International Finance - - - General
F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
C5 - Mathematical and Quantitative Methods - - Econometric Modeling

References listed on IDEAS
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  1. Geweke, John & Meese, Richard, 1981. "Estimating regression models of finite but unknown order," Journal of Econometrics, Elsevier, vol. 16(1), pages 162-162, May. [Downloadable!] (restricted)
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Cited by:
(explanations, 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.)

  1. Serena Ng & Pierre Perron, 1997. "Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power," Boston College Working Papers in Economics 369, Boston College Department of Economics, revised 01 Sep 2000. [Downloadable!]
    Other versions:
  2. Claus Brand & Hans-Eggert Reimers & Franz Seitz, 2003. "Narrow Money and the Business Cycle: Theoretical aspects and euro area evdence," Macroeconomics 0303012, EconWPA. [Downloadable!]
  3. Tiia Püss & Mare Viies & Reet Maldre, 2007. "Convergence Analysis of the Structure of Tax Revenue and Tax Burden in EU," Working Papers 166, School of Economics and Business Administration, Tallinn University of Technology. [Downloadable!]
  4. Peter Sephton, 2008. "Critical values of the augmented fractional Dickey–Fuller test," Empirical Economics, Springer, vol. 35(3), pages 437-450, November. [Downloadable!] (restricted)
  5. Zhongjun Qu & Pierre Perron, 2006. "A Modified Information Criterion for Cointegration Tests based on a VAR Approximation," Boston University - Department of Economics - Working Papers Series WP2006-011, Boston University - Department of Economics. [Downloadable!]
    Other versions:
  6. Barbier de la Serre, A. & Frappa, S. & Montornès, J. & Murez, M., 2008. "La transmission des taux de marché aux taux bancaires : une estimation sur données individuelles françaises," Documents de Travail 194, Banque de France. [Downloadable!]
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