Information criteria in identifying regression models

DOI10.1080/03610929408831417zbMath0850.62105OpenAlexW2093830189MaRDI QIDQ4843646

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Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831417

zbMATH Keywords

information criteriaheteroskedasticityautocorrelated errorserror components models

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Applied regression analysis bibliography update 1994-97

Cites Work

• Full maximum likelihood estimation of second-order autoregressive error models
• Testing the Error Components Model with Non-Normal Disturbances
• Testing for Block Effects in Regression Models Based on Survey Data
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Selection of Regressors
• Information Criteria for Discriminating Among Alternative Regression Models
• Alternative Tests of the Error Components Model
• Some Comments on C P
• A new look at the statistical model identification