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

dc.contributor.author	Piłatowska, Mariola	pl
dc.date.accessioned	2014-11-07T08:50:46Z
dc.date.available	2014-11-07T08:50:46Z
dc.date.issued	2010-07-17	pl
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.	en
dc.identifier.citation	Dynamic Econometric Models, Vol. 10, pp. 107-119	pl
dc.identifier.issn	1234-3862	pl
dc.identifier.other	doi:10.12775/DEM.2010.009	pl
dc.identifier.uri	http://repozytorium.umk.pl/handle/item/2239
dc.language.iso	eng	pl
dc.rights	Attribution-NoDerivs 3.0 Poland	pl
dc.rights	info:eu-repo/semantics/openAccess	pl
dc.rights.uri	http://creativecommons.org/licenses/by-nd/3.0/pl/	pl
dc.subject	model selection	en
dc.subject	meta-selection	en
dc.subject	information criteria	en
dc.subject	accumulative prediction error	en
dc.title	Choosing a Model and Strategy of Model Selection by Accumulated Prediction Error	pl
dc.type	info:eu-repo/semantics/article	pl

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