Choosing a Model and Strategy of Model Selection by Accumulated Prediction Error

dc.contributor.author	Piłatowska, Mariola
dc.date.accessioned	2014-11-07T08:50:46Z
dc.date.available	2014-11-07T08:50:46Z
dc.date.issued	2010-07-17
dc.identifier.citation	Dynamic Econometric Models, Vol. 10, pp. 107-119
dc.identifier.issn	1234-3862
dc.identifier.other	doi:10.12775/DEM.2010.009
dc.identifier.uri	http://repozytorium.umk.pl/handle/item/2239
dc.description.abstract	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 APE method is compared with the information approach to model selection (AIC and BIC information criteria), supported by empirical examples. Obtained results indicated that the APE method may be of considerable practical importance.
dc.language.iso	eng
dc.rights	Attribution-NoDerivs 3.0 Poland
dc.rights	info:eu-repo/semantics/openAccess
dc.rights.uri	http://creativecommons.org/licenses/by-nd/3.0/pl/
dc.subject	model selection
dc.subject	meta-selection
dc.subject	information criteria
dc.subject	accumulative prediction error
dc.title	Choosing a Model and Strategy of Model Selection by Accumulated Prediction Error
dc.type	info:eu-repo/semantics/article