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Information Criteria for Discriminating among Alternative Regression Models

Citations

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Cited by:

  1. Carlos Medel, 2012. "¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?," Working Papers Central Bank of Chile 658, Central Bank of Chile.
  2. Murphy, Elizabeth & Norwood, Bailey & Wohlgenant, Michael, 2004. "Do Economic Restrictions Improve Forecasts?," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 36(3), pages 549-558, December.
  3. Smith, Aaron & Naik, Prasad A. & Tsai, Chih-Ling, 2006. "Markov-switching model selection using Kullback-Leibler divergence," Journal of Econometrics, Elsevier, vol. 134(2), pages 553-577, October.
  4. Norwood, F. Bailey & Roberts, Matthew C. & Lusk, Jayson L., 2002. "How Are Crop Yields Distributed?," 2002 Annual meeting, July 28-31, Long Beach, CA 19733, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  5. Krolzig, Hans-Martin & Hendry, David F., 2001. "Computer automation of general-to-specific model selection procedures," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 831-866, June.
  6. Campbell, John Y & Shiller, Robert J, 1987. "Cointegration and Tests of Present Value Models," Journal of Political Economy, University of Chicago Press, vol. 95(5), pages 1062-1088, October.
  7. Xiaosheng Mu & Luciano Pomatto & Philipp Strack & Omer Tamuz, 2021. "From Blackwell Dominance in Large Samples to Rényi Divergences and Back Again," Econometrica, Econometric Society, vol. 89(1), pages 475-506, January.
  8. Donfouet, Hermann Pythagore Pierre & Mohamed, Shukri F. & Otieno, Peter & Wambiya, Elvis & Mutua, Martin Kavao & Danaei, Goodarz, 2020. "Economic valuation of setting up a social health enterprise in urban poor-resource setting in Kenya," Social Science & Medicine, Elsevier, vol. 266(C).
  9. Susanne M. Schennach & Daniel Wilhelm, 2017. "A Simple Parametric Model Selection Test," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1663-1674, October.
  10. Komunjer, Ivana & Ragusa, Giuseppe, 2016. "Existence And Characterization Of Conditional Density Projections," Econometric Theory, Cambridge University Press, vol. 32(4), pages 947-987, August.
  11. Mur, Jesús & Angulo, Ana, 2009. "Model selection strategies in a spatial setting: Some additional results," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 200-213, March.
  12. Fumitaka Furuoka & Qaiser Munir & Hanafiah Harvey, 2013. "Does the Phillips curve exist in the Philippines?," Economics Bulletin, AccessEcon, vol. 33(3), pages 2001-2016.
  13. Joseph H. Haslag & Scott E. Hein, 1989. "Nominal GNP growth and adjusted reserve growth: nonnested tests of the St. Louis and Board measures," Working Papers 8914, Federal Reserve Bank of Dallas.
  14. repec:ebl:ecbull:v:5:y:2007:i:16:p:1-14 is not listed on IDEAS
  15. Norman R. Swanson & Halbert White, 1997. "A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 540-550, November.
  16. Fumitaka Furuoka & Qaiser Munir, 2010. "Does export dependency hurt economic development? Empirical evidence from Singapore," Economics Bulletin, AccessEcon, vol. 30(1), pages 204-218.
  17. Granger, Clive W. J. & King, Maxwell L. & White, Halbert, 1995. "Comments on testing economic theories and the use of model selection criteria," Journal of Econometrics, Elsevier, vol. 67(1), pages 173-187, May.
  18. Luc Ootegem & Elsy Verhofstadt, 2012. "Using Capabilities as an Alternative Indicator for Well-being," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 106(1), pages 133-152, March.
  19. Jayant Menon, 1993. "Import Price and Activity Elasticities for the MONASH Model: Johansen FIML Estimation of Cointegration Vectors," Centre of Policy Studies/IMPACT Centre Working Papers ip-58, Victoria University, Centre of Policy Studies/IMPACT Centre.
  20. Geert Dhaene & Olivier Scaillet, 2000. "Reversed Score and Likelihood Ratio Tests," Working Papers 2000-60, Center for Research in Economics and Statistics.
  21. Komunjer, Ivana & Ragusa, Giuseppe, 2009. "Existence and Uniqueness of Semiparametric Projections," University of California at San Diego, Economics Working Paper Series qt0wg3j51c, Department of Economics, UC San Diego.
  22. Lamarche, Carlos & Shi, Xuan & Young, Derek S., 2024. "Conditional Quantile Functions for Zero-Inflated Longitudinal Count Data," Econometrics and Statistics, Elsevier, vol. 31(C), pages 49-65.
  23. Mentz, Markus & Sebastian, Steffen P., 2003. "Inflation convergence after the introduction of the Euro," CFS Working Paper Series 2003/30, Center for Financial Studies (CFS).
  24. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
  25. Jayant Menon, 1993. "Exchange Rate Pass-Through for Australian Manufactured Imports: Estimates from the Johansen Maximum-Likelihood Procedure," Centre of Policy Studies/IMPACT Centre Working Papers ip-60, Victoria University, Centre of Policy Studies/IMPACT Centre.
  26. Fumitaka Furuoka, 2007. "Does the “Phillips Curve” Really Exist? New Empirical Evidence from Malaysia," Economics Bulletin, AccessEcon, vol. 5(16), pages 1-14.
  27. John Robst, 2009. "Development of a Medicaid Behavioral Health Case-Mix Model," Evaluation Review, , vol. 33(6), pages 519-538, December.
  28. Mark Wheeler, 1999. "The macroeconomic impacts of government debt: An empirical analysis of the 1980s and 1990s," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 27(3), pages 273-284, September.
  29. Mikhail A. Noussinov & Raymond M. Leuthold, 1998. "Optimal Hedging Strategies for the U.S. Cattle Feeder," Finance 9804004, University Library of Munich, Germany.
  30. Grant Kirkpatrick, 1982. "Real factor prices and German manufacturing employment: A time series analysis, 1960I–1979IV," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 118(1), pages 79-103, March.
  31. K.R. Sawyer, 1981. "Econometric Model Selection in Perspective," Economics Discussion / Working Papers 81-11, The University of Western Australia, Department of Economics.
  32. Javier Pereda, 2011. "Estimación de la tasa natural de interés para Perú: un enfoque financiero," Monetaria, CEMLA, vol. 0(4), pages 429-459, octubre-d.
  33. Josiane Confais & Monique Le Guen, 2007. "First steps in linear regression with SAS [Premiers pas en régression linéaire avec SAS®]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00180861, HAL.
  34. Carlos A. Medel Vera, 2011. "¿Akaike o Schwarz? ¿Cuál utilizar para predecir el PIB chileno?," Monetaria, CEMLA, vol. 0(4), pages 591-615, octubre-d.
  35. Carlos A. Medel & Sergio C. Salgado, 2013. "Does the Bic Estimate and Forecast Better than the Aic?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 28(1), pages 47-64, April.
  36. Susan Pozo & Mark Wheeler, 2000. "Exchange-rate uncertainty and dollarization: a structural vector error correction approach to estimating money demand," Applied Financial Economics, Taylor & Francis Journals, vol. 10(6), pages 685-692.
  37. Tae-Hwy Lee & Yong Bao & Burak Saltoğlu, 2007. "Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003;," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(3), pages 203-225.
  38. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
  39. Ali Hamid E., 2011. "Military Expenditures and Human Development: Guns and Butter Arguments Revisited: A Case Study from Egypt," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 17(1), pages 1-21, September.
  40. Singh, Tarlok, 2008. "Testing the Saving-Investment correlations in India: An evidence from single-equation and system estimators," Economic Modelling, Elsevier, vol. 25(5), pages 1064-1079, September.
  41. K.R. Sawyer, 1982. "Parsimony in Model Selection," Economics Discussion / Working Papers 82-10, The University of Western Australia, Department of Economics.
  42. Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
  43. Sarstedt, Marko & Radomir, Lăcrămioara & Moisescu, Ovidiu Ioan & Ringle, Christian M., 2022. "Latent class analysis in PLS-SEM: A review and recommendations for future applications," Journal of Business Research, Elsevier, vol. 138(C), pages 398-407.
  44. Jesus Mur & Ana Angulo, 2004. "Vuong and Wald tests. Simplicity vs. Complexity," ERSA conference papers ersa04p36, European Regional Science Association.
  45. Mazzuchi, T.A & Soofi, E.S & Soyer, R, 2000. "Computation of maximum entropy Dirichlet for modeling lifetime data," Computational Statistics & Data Analysis, Elsevier, vol. 32(3-4), pages 361-378, January.
  46. Christophe Bontemps & Grayham E. Mizon, 2008. "Encompassing: Concepts and Implementation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 721-750, December.
  47. Campbell, John Y, 1987. "Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis," Econometrica, Econometric Society, vol. 55(6), pages 1249-1273, November.
  48. Lee, Seojeong, 2014. "Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators," Journal of Econometrics, Elsevier, vol. 178(P3), pages 398-413.
  49. Hart, Chad Edward, 1999. "Examining agricultural investment," ISU General Staff Papers 1999010108000013567, Iowa State University, Department of Economics.
  50. repec:ebl:ecbull:v:30:y:2010:i:1:p:204-218 is not listed on IDEAS
  51. Casteren, P.H.F.M. & Merkies, A.H.Q.M., 1989. "A model for the employment pattern of construction projects," Serie Research Memoranda 0078, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  52. Susanne M. Schennach, 2007. "Point estimation with exponentially tilted empirical likelihood," Papers 0708.1874, arXiv.org.
  53. Norwood, F. Bailey & Lusk, Jayson L. & Brorsen, B. Wade, 2004. "Model Selection for Discrete Dependent Variables: Better Statistics for Better Steaks," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(3), pages 1-16, December.
  54. Singh, Tarlok, 2004. "On the optimizing model of the balance of trade in India," Journal of Policy Modeling, Elsevier, vol. 26(5), pages 605-625, July.
  55. Singh, Tarlok, 2010. "Does domestic saving cause economic growth? A time-series evidence from India," Journal of Policy Modeling, Elsevier, vol. 32(2), pages 231-253, March.
  56. Brück, Florian & Fermanian, Jean-David & Min, Aleksey, 2023. "A corrected Clarke test for model selection and beyond," Journal of Econometrics, Elsevier, vol. 235(1), pages 105-132.
  57. Alwan, Layth C. & Ebrahimi, Nader & Soofi, Ehsan S., 1998. "Information theoretic framework for process control," European Journal of Operational Research, Elsevier, vol. 111(3), pages 526-542, December.
  58. Uri, Noel D., 1999. "Energy and the use of conservation tillage in US agriculture," Energy Policy, Elsevier, vol. 27(5), pages 299-306, May.
  59. Christian Haefke & Christian Helmenstein, 2002. "Index forecasting and model selection," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 11(2), pages 119-135, April.
  60. Uri, Noel D., 1996. "Changing crude oil price effects on US agricultural employment," Energy Economics, Elsevier, vol. 18(3), pages 185-202, July.
  61. repec:hal:journl:peer-00815562 is not listed on IDEAS
  62. Uri, Noel D., 1996. "Crude-oil price volatility and agricultural employment in the USA," Applied Energy, Elsevier, vol. 54(4), pages 355-373, August.
  63. Ryan Janicki & Tucker S. McElroy, 2016. "Hermite expansion and estimation of monotonic transformations of Gaussian data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(1), pages 207-234, March.
  64. Lusk, Jayson L. & Norwood, F. Bailey & Brorsen, B. Wade, 2004. "Forecasting Limited Dependent Variables: Better Statistics For Better Steaks," 2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma 34612, Southern Agricultural Economics Association.
  65. Keuzenkamp, H.A. & McAleer, M., 1994. "Simplicity, scientific inference and econometric modelling," Other publications TiSEM dabcc476-15d7-4177-a2f5-b, Tilburg University, School of Economics and Management.
  66. Mizon, Grayham E & Richard, Jean-Francois, 1986. "The Encompassing Principle and Its Application to Testing Non-nested Hypotheses," Econometrica, Econometric Society, vol. 54(3), pages 657-678, May.
  67. Matyjaszek, Marta & Riesgo Fernández, Pedro & Krzemień, Alicja & Wodarski, Krzysztof & Fidalgo Valverde, Gregorio, 2019. "Forecasting coking coal prices by means of ARIMA models and neural networks, considering the transgenic time series theory," Resources Policy, Elsevier, vol. 61(C), pages 283-292.
  68. Daniel Fernández, 2011. "Suficiencia del capital y previsiones de la banca uruguaya por su exposición al sector industrial," Monetaria, CEMLA, vol. 0(4), pages 517-589, octubre-d.
  69. Lavergne, Pascal, 2014. "Model equivalence tests in a parametric framework," Journal of Econometrics, Elsevier, vol. 178(P3), pages 414-425.
  70. Noel D. Uri, 1998. "The Impact of Energy on the Adoption of Conservation Tillage in the United States," Energy & Environment, , vol. 9(5), pages 549-568, August.
  71. Jin, Fei & Lee, Lung-fei, 2013. "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 590-616.
  72. Tamara Burdisso & Eduardo Ariel Corso, 2011. "Incertidumbre y dolarización de cartera: el caso argentino en el último medio siglo," Monetaria, CEMLA, vol. 0(4), pages 461-515, octubre-d.
  73. Stefania D'Amico, 2005. "Density selection and combination under model ambiguity: an application to stock returns," Finance and Economics Discussion Series 2005-09, Board of Governors of the Federal Reserve System (U.S.).
  74. Julia Campos & Neil R. Ericsson & David F. Hendry, 2005. "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers 838, Board of Governors of the Federal Reserve System (U.S.).
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