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Counterexamples to parsimony and BIC

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  • David Findley

Abstract

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Suggested Citation

  • David Findley, 1991. "Counterexamples to parsimony and BIC," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(3), pages 505-514, September.
    • Handle: RePEc:spr:aistmt:v:43:y:1991:i:3:p:505-514
    DOI: 10.1007/BF00053369
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    Cited by:

    1. Inoue, Atsushi & Kilian, Lutz, 2006. "On the selection of forecasting models," Journal of Econometrics, Elsevier, vol. 130(2), pages 273-306, February.
    2. 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.
    3. 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.
    4. 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.
    5. 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).
    6. 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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