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

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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

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