The purpose of the paper is to present and apply the accumulative one-step-ahead prediction error (APE) not only as a method (strategy) of model selection, but also as a tool of model selection strategy (meta-selection). ...

The purpose of the paper it to compare the performance of both information and prediction criteria in selecting the forecasting model on empirical data for Poland when the data generating model is unknown. The attention ...

The focus in the paper is on the information criteria approach and especially the Akaike information criterion which is used to obtain the Akaike weights. This approach enables to receive not one best model, but several ...

The article aims to look at the long-run equilibrium relationship between per capita greenhouse gas emissions and per capita real GDP (EKC hypothesis) in an asymmetric framework using the non-linear threshold cointegration ...