Variable Selection in the Linear Regression Model with One-Sided Information and a Small Sample

In the current paper, a one-sided version of a small sample correction to AIC is derived. This criterion will be based upon a two-sided model selection cretirion called AICs developed by Sugiura (1978) and studied in detail by Hurvich and Tsai (1989, 1991).

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Year of publication:	1998
Authors:	Hughes, Anthony W.
Institutions:	School of Economics, University of Adelaide
Subject:	information \| economic models \| maximum likliehood \| simulation

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Extent:	application/pdf
Series:	School of Economics Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 1998-13 17 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://www.econbiz.de/10008552973