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
收藏
页码：259 / 266
页数：8
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