Counterexamples to parsimony and BIC
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DOI: 10.1007/BF00053369
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Cited by:
- Inoue, Atsushi & Kilian, Lutz, 2006.
"On the selection of forecasting models,"
Journal of Econometrics, Elsevier, vol. 130(2), pages 273-306, February.
- Kilian, Lutz & Inoue, Atsushi, 2003. "On the Selection of Forecasting Models," CEPR Discussion Papers 3809, C.E.P.R. Discussion Papers.
- Inoue, Atsushi & Kilian, Lutz, 2003. "On the selection of forecasting models," Working Paper Series 214, European Central Bank.
- James Berger & M. J. Bayarri & L. R. Pericchi, 2014. "The Effective Sample Size," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 197-217, June.
- Wang, Xinlin & Ahn, Sung-Hoon, 2020. "Real-time prediction and anomaly detection of electrical load in a residential community," Applied Energy, Elsevier, vol. 259(C).
- Findley, David F. & Wei, Ching-Zong, 2002. "AIC, Overfitting Principles, and the Boundedness of Moments of Inverse Matrices for Vector Autotregressions and Related Models," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 415-450, November.
- D. Vélez & M. E. Pérez & L. R. Pericchi, 2022. "Increasing the replicability for linear models via adaptive significance levels," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(3), pages 771-789, September.
- Belén Pérez-Sánchez & Martín González & Carmen Perea & Jose J. López-Espín, 2021. "A New Computational Method for Estimating Simultaneous Equations Models Using Entropy as a Parameter Criteria," Mathematics, MDPI, vol. 9(7), pages 1-9, March.
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Keywords
Model selection; linear regression; misspecified models; AIC; BIC; MDL; Hannan-Quinn criterion; overfitting;All these keywords.
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