Improved Small Sample Midel selection Procedures.

This paper is concerned with model selection based on penalized maximized log likelihood function. Its main emphasis is on how these penalities might be chosen in small samples to give good statistical properties.

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Year of publication:	1996
Authors:	King, M.L. ; Forbes, C.S. ; Morgan, A.
Institutions:	Department of Econometrics and Business Statistics, Monash Business School
Subject:	ECONOMIC MODELS \| INFORMATION

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Series:	Monash Econometrics and Business Statistics Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 18/96 19 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005087604