Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification
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- Elena Andreou & Aris Spanos, 2003. "Statistical Adequacy and the Testing of Trend Versus Difference Stationarity," Econometric Reviews, Taylor & Francis Journals, vol. 22(3), pages 217-237, January.
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- Anna Conte & Peter Moffatt, 2014. "The econometric modelling of social preferences," Theory and Decision, Springer, vol. 76(1), pages 119-145, January.
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- Spanos, Aris, 2010. "Statistical adequacy and the trustworthiness of empirical evidence: Statistical vs. substantive information," Economic Modelling, Elsevier, vol. 27(6), pages 1436-1452, November.
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KeywordsAkaike Information Criterion AIC BIC GIC MDL Model selection Model specification Statistical adequacy Curve-fitting Mathematical approximation theory Simplicity Least-squares Gauss linear model Linear regression model AR(p) Mis-specification testing Respecification Double-use of data Infinite regress and circularity Pre-test bias Model averaging Reliability of inference;
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