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Model Selection and Model Averaging
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- 28 July 2008
Preface
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- Model Selection and Model Averaging
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- 28 July 2008, pp xi-xiii
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2 - Akaike's information criterion
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- 28 July 2008, pp 22-69
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5 - Bigger is not always better
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- 28 July 2008, pp 117-144
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8 - Lack-of-fit and goodness-of-fit tests
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- 28 July 2008, pp 227-247
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4 - A comparison of some selection methods
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- 28 July 2008, pp 99-116
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Contents
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1 - Model selection: data examples and introduction
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6 - The focussed information criterion
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- 28 July 2008, pp 145-191
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3 - The Bayesian information criterion
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Frontmatter
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A guide to notation
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9 - Model selection and averaging schemes in action
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Subject index
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References
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7 - Frequentist and Bayesian model averaging
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Overview of data examples
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- 28 July 2008, pp 287-292
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10 - Further topics
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Author index
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- 28 July 2008, pp 306-309
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MINIMIZING AVERAGE RISK IN REGRESSION MODELS
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- Econometric Theory / Volume 24 / Issue 2 / April 2008
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- 15 January 2008, pp. 493-527
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