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Performances of model selection criteria when variables are ILL conditioned
Karlsson, Peter S.; Behrenz, Lars; Shukur, Ghazi - In: Computational economics 54 (2019) 1, pp. 77-98
Persistent link: https://www.econbiz.de/10012134085
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Model selection uncertainty and multimodel inference in partial least squares structural equation modeling (PLS-SEM)
Danks, Nicholas P.; Sharma, Pratyush N.; Sarstedt, Marko - In: Journal of business research : JBR 113 (2020), pp. 13-24
Persistent link: https://www.econbiz.de/10012230426
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Forecast selection and representativeness
Petropoulos, Fotios; Siemsen, Enno - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 2672-2690
Persistent link: https://www.econbiz.de/10014305430
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Focused information criterion for locally misspecified vector autoregressive models
Lohmeyer, Jan; Palm, Franz C.; Reuvers, Hanno; Urbain, … - In: Econometric reviews 38 (2019) 7, pp. 763-792
Persistent link: https://www.econbiz.de/10012181357
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Fractional cointegration rank estimation
Łasak, Katarzyna; Velasco, Carlos - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 241-254
Persistent link: https://www.econbiz.de/10011390032
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Statistical monitoring of over-dispersed multivariate count data using approximate likelihood ratio tests
Das, Devashish; Zhou, Shiyu; Chen, Yong; Horst, John - In: International journal of production research 54 (2016) 21/22, pp. 6579-6593
Persistent link: https://www.econbiz.de/10011565710
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Oligopolistic market structure in the Japanese pistachio import market
Asgari, Mahdi; Saghaian, Sayed H. - In: Journal of agricultural & food industrial organization 11 (2013) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10010228530
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Likelihood ratio test and information criteria for Markov switching var models : an application to the Italian macroeconomy
Cavicchioli, Maddalena - In: Italian economic journal 1 (2015) 3, pp. 315-332
Persistent link: https://www.econbiz.de/10011544821
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Information criteria for nonlinear time series models
Rinke, Saskia; Sibbertsen, Philipp - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 325-341
Persistent link: https://www.econbiz.de/10011507539
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536
Persistent link: https://www.econbiz.de/10011373261