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.

Quasi-Akaike and Quasi-Schwarz Criteria for Model Selection: A Surprising Consistency Result

GIOMBINI, GERMANA;
2007-01-01

Abstract

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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11576/2504987
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