Recent development in econometric analysis of model selection

This paper briefly introduces the concept of model selection, reviews recent development in the area of econometric analysis of model selection and addresses some of the crucial issues that are being faced by researchers in their routine research problems. The paper emphasizes on the importance of model selection, particularly the information criteria and penalty functions based model selection procedures which are useful for economists and finance researchers.

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Year of publication:	2003
Authors:	Hossain, Zakir ; Ishaq Bhatti, M.
Published in:	Managerial Finance. - MCB UP Ltd, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 29.2003, 7, p. 90-108
Publisher:	MCB UP Ltd
Subject:	Accounting research \| Modelling \| Econometrics \| Selection

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Type of publication:	Article
Type of publication (narrower categories):	conceptual-paper
Language:	English
Other identifiers:	10.1108/03074350310768364 [DOI]
Source:	Other ZBW resources

Persistent link: https://www.econbiz.de/10014939673