A comparison of the information and posterior probability criteria for model selection
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- Asghar, Zahid & Abid, Irum, 2007. "Performance of lag length selection criteria in three different situations," MPRA Paper 40042, University Library of Munich, Germany.
- Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001.
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- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998. "Benchmark priors for Bayesian model averaging," ESE Discussion Papers 66, Edinburgh School of Economics, University of Edinburgh.
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- K.R. Sawyer, 1982. "Parsimony in Model Selection," Economics Discussion / Working Papers 82-10, The University of Western Australia, Department of Economics.
- Reschenhofer, Erhard, 1996. "Approximating the Bayes factor," Statistics & Probability Letters, Elsevier, vol. 30(3), pages 241-245, October.
- Bryant, Henry L. & Davis, George C., 2003. "Information Based Model Averaging And Internal Metanalysis In Seemingly Unrelated Regressions With An Application To A Demand System," 2003 Annual meeting, July 27-30, Montreal, Canada 21918, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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