Quasi Akaike and quasi Schwarz criteria for model selection: A surprising consistency result

被引：2

作者：

Giombini, Germana

Szroeter, Jerzy

机构：

[1] Univ Urbino, I-61029 Urbino, Italy

[2] UCL, Dept Econ, London W1N 8AA, England

来源：

ECONOMICS LETTERS | 2007年 / 95卷 / 02期

关键词：

model selection criteria; Akaike; Schwarz;

D O I：

10.1016/j.econlet.2006.10.019

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper gives a theoretical contribution to the issue of model selection, using a moment condition approach in which estimated moments are treated as data to be explained, and in which model selection is based on a quasi Akaike and a quasi Schwarz criteria. (c) 2006 Elsevier B.V. All rights reserved.

引用

页码：259 / 266

页数：8

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