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
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.File in questo prodotto:
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