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The simultaneous-equations model revisited : Statistical adequacy and identification

Spanos, Aris - In: Journal of Econometrics 44 (1990) 1-2, pp. 87-105

Persistent link: https://www.econbiz.de/10005192279

Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification

Spanos, Aris - In: Journal of Econometrics 158 (2010) 2, pp. 204-220

Since the 1990s, the Akaike Information Criterion (AIC) and its various modifications/extensions, including BIC, have found wide applicability in econometrics as objective procedures that can be used to select parsimonious statistical models. The aim of this paper is to argue that these model...

Persistent link: https://www.econbiz.de/10008866457

Editorial introduction

Durlauf, Steven; Spanos, Aris - In: Journal of Econometrics 158 (2010) 2, pp. 175-176

Persistent link: https://www.econbiz.de/10008866555

The problem of near-multicollinearity revisited: erratic vs systematic volatility

Spanos, Aris; McGuirk, Anya - In: Journal of Econometrics 108 (2002) 2, pp. 365-393

Persistent link: https://www.econbiz.de/10005228574

On theory testing in econometrics : Modeling with nonexperimental data

Spanos, Aris - In: Journal of Econometrics 67 (1995) 1, pp. 189-226

Persistent link: https://www.econbiz.de/10005122548