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A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression

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  • Hafidi, B.
  • Mkhadri, A.

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  • Hafidi, B. & Mkhadri, A., 2006. "A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression," Computational Statistics & Data Analysis, Elsevier, vol. 50(6), pages 1524-1550, March.
    • Handle: RePEc:eee:csdana:v:50:y:2006:i:6:p:1524-1550
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    References listed on IDEAS

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    1. Clifford M. Hurvich & Chih‐Ling Tsai, 1993. "A Corrected Akaike Information Criterion For Vector Autoregressive Model Selection," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(3), pages 271-279, May.
    2. Cavanaugh, Joseph E., 1997. "Unifying the derivations for the Akaike and corrected Akaike information criteria," Statistics & Probability Letters, Elsevier, vol. 33(2), pages 201-208, April.
    3. Cavanaugh, Joseph E., 1999. "A large-sample model selection criterion based on Kullback's symmetric divergence," Statistics & Probability Letters, Elsevier, vol. 42(4), pages 333-343, May.
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    1. Hafidi, Bezza, 2006. "A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling," Statistics & Probability Letters, Elsevier, vol. 76(15), pages 1647-1654, September.
    2. Hafidi, Bezza & Mkhadri, Abdallah, 2010. "The Kullback information criterion for mixture regression models," Statistics & Probability Letters, Elsevier, vol. 80(9-10), pages 807-815, May.
    3. Emiliano, Paulo C. & Vivanco, Mário J.F. & de Menezes, Fortunato S., 2014. "Information criteria: How do they behave in different models?," Computational Statistics & Data Analysis, Elsevier, vol. 69(C), pages 141-153.

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