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  • Search: subject:"Information criteria"
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Year of publication
Subject
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information criteria 62 Information criteria 57 Information Criteria 31 Theorie 29 Time series analysis 29 Zeitreihenanalyse 29 Schätztheorie 28 Estimation theory 27 Theory 27 model selection 19 Model selection 17 AIC 15 Monte Carlo simulation 14 Model Selection 13 Monte-Carlo-Simulation 13 BIC 12 Regression analysis 12 Regressionsanalyse 12 Volatility 11 Volatilität 11 Cointegration 10 Prognoseverfahren 10 Estimation 9 Schätzung 9 forecasting 9 Forecasting model 8 Unit root test 7 VAR model 7 VAR-Modell 7 truncation lag 7 CRIX 6 GLS detrending 6 Markov chain 6 Markov-Kette 6 Modellierung 6 Monte Carlo 6 Nichtlineare Regression 6 Nonlinear regression 6 Stochastic process 6 Stochastischer Prozess 6
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Online availability
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Free 111 Undetermined 57 CC license 3
Type of publication
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Article 94 Book / Working Paper 91 Other 4
Type of publication (narrower categories)
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Article in journal 46 Aufsatz in Zeitschrift 46 Working Paper 33 Arbeitspapier 16 Graue Literatur 15 Non-commercial literature 15 Article 5 research-article 2 Aufsatz im Buch 1 Book section 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Hochschulschrift 1 Sammelwerk 1 Sammlung 1 Thesis 1
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Language
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English 112 Undetermined 69 German 4 Italian 2 Spanish 2
Author
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Sarstedt, Marko 9 Behl, Peter 8 Dette, Holger 8 Frondel, Manuel 8 Rinke, Saskia 7 Kapetanios, George 6 Ng, Serena 6 Cavaliere, Giuseppe 5 Kilian, Lutz 5 Sibbertsen, Philipp 5 Tauchmann, Harald 5 Taylor, Robert 5 Harris, David 4 Inoue, Atsushi 4 Konishi, Sadanori 4 Medel, Carlos A. 4 Ong, Bobby 4 Trimborn, Simon 4 Anders, Ulrich 3 Barigozzi, Matteo 3 Cheng, Xu 3 Halbleib, Roxana 3 Kascha, Christian 3 Korn, Olaf 3 Oliveira-Brochado, Ana 3 Perron, Pierre 3 Phillips, Peter C. B. 3 Phillips, Peter C.B. 3 Pilatowska, Mariola 3 Salcher, André 3 Snipes, Michael 3 Taylor, A.M. Robert 3 Taylor, D. Christopher 3 Trenkler, Carsten 3 Vance, Colin 3 Veredas, David 3 Angelis, Luca De 2 Bai, Jushan 2 Bauer, Dietmar 2 Challa, Madhavi Latha 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 4 International Monetary Fund (IMF) 4 Cowles Foundation for Research in Economics, Yale University 3 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 3 Faculdade de Economia, Universidade do Porto 3 Department of Econometrics and Business Statistics, Monash Business School 2 Department of Economics and Finance, College of Business and Economics 2 Department of Economics, Boston College 2 Department of Economics, European University Institute 2 Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze 2 School of Economics and Finance, Queen Mary 2 Banco de España 1 C.E.P.R. Discussion Papers 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre of Excellence for Science and Innovation Studies, Kungliga Tekniska Högskolan (KTH) 1 Department of Economics, University of Alberta 1 Department of Economics, University of Victoria 1 Duke University, Department of Economics 1 Département d'Économie / Department of Economics, Université d'Ottawa / University of Ottawa 1 Département de Sciences Économiques, Université de Montréal 1 EconWPA 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 European Central Bank 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Faculty of Economics, University of Cambridge 1 Fundação Instituto Capixaba de Pesquisas em Contabilidade, Economia e Finanças (FUCAPE) 1 Gaidar Institute for Economic Policy 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Institute of Economic Research, Hitotsubashi University 1 Norges Bank 1 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 1 Tilburg University, Center for Economic Research 1 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
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Computational Statistics & Data Analysis 6 Econometric reviews 6 Annals of the Institute of Statistical Mathematics 5 Journal of econometrics 5 IMF Working Papers 4 Quaderni di Dipartimento 4 Cowles Foundation Discussion Papers 3 Econometrics 3 Econometrics : open access journal 3 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 3 FEP Working Papers 3 Hannover Economic Papers (HEP) 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 MPRA Paper 3 Ruhr Economic Papers 3 SFB 649 Discussion Paper 3 SFB 649 discussion paper 3 Working Paper 3 Boston College Working Papers in Economics 2 Computational Economics 2 Discussion Paper 2 Discussion Papers in Business Administration 2 Discussion paper 2 Discussion papers / Graduate School of Economics, Hitotsubashi University 2 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 2 Dynamic Econometric Models 2 Econometrics Working Papers Archive 2 Economics Working Papers / Department of Economics, European University Institute 2 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 2 Journal of Time Series Econometrics 2 Monash Econometrics and Business Statistics Working Papers 2 Münchener Wirtschaftswissenschaftliche Beiträge : BWL ; discussion paper 2 Reihe Ökonomie / Economics Series 2 Russian Journal of Agricultural and Socio-Economic Sciences 2 Studies in Nonlinear Dynamics & Econometrics 2 Wine Economics and Policy 2 Working Papers / School of Economics and Finance, Queen Mary 2 Working Papers in Economics 2 ZEW Discussion Papers 2 AGRIS on-line Papers in Economics and Informatics 1
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Source
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RePEc 94 ECONIS (ZBW) 65 EconStor 22 BASE 6 Other ZBW resources 2
Showing 1 - 10 of 189
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Detecting cointegrating relations in non-stationary matrix-valued time series
Hecq, Alain W. J.; Ricardo, Ivan; Wilms, Ines - In: Economics letters 248 (2025), pp. 1-5
Persistent link: https://www.econbiz.de/10015462681
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Semiparametric cointegrating rank selection for curved cross section Time Series
Phillips, Peter C. B. - 2025
Persistent link: https://www.econbiz.de/10015417440
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Is it sufficient to select the optimal class number based only on information criteria in fixed- and random-parameter latent class discrete choice modeling approaches?
Czine, Péter; Balogh, Péter; Blága, Zsanett; Szabó, … - In: Econometrics : open access journal 12 (2024) 3, pp. 1-16
optimal number of classes in the latent class modeling based on only information criteria. We considered aspects such as the …
Persistent link: https://www.econbiz.de/10015133936
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On model selection criteria for climate change impact studies
Cui, Xiaomeng; Gafarov, Bulat; Ghanem, Dalia; Kuffner, Todd - In: Journal of econometrics 239 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015073966
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Quantifying model selection uncertainty via bootstrapping and Akaike weights
Rigdon, Edward; Sarstedt, Marko; Moisescu, Ovidiu‐Ioan - In: International Journal of Consumer Studies 47 (2023) 4, pp. 1596-1608
Picking one ‘winner’ model for researching a certain phenomenon while discarding the rest implies a confidence that may misrepresent the evidence. Multimodel inference allows researchers to more accurately represent their uncertainty about which model is ‘best’. But multimodel inference,...
Persistent link: https://www.econbiz.de/10014503704
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Evaluating the performance of AIC and BIC for selecting spatial econometric models
Agiakloglou, Christos N.; Tsimpanos, Apostolos - In: Journal of spatial econometrics 4 (2023) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10013483295
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Quantifying model selection uncertainty via bootstrapping and Akaike weights
Rigdon, Edward; Sarstedt, Marko; Moisescu, Ovidiu Ioan - In: International journal of consumer studies 47 (2023) 4, pp. 1596-1608
Persistent link: https://www.econbiz.de/10014326068
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Sparse quantile regression via l0-penalty
Honda, Toshio - 2023
Persistent link: https://www.econbiz.de/10014426265
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Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter; Cavaliere, Giuseppe; De Angelis, Luca - In: Econometric reviews 42 (2023) 9/10, pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
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Using information criteria to select averages in CCE
Margaritella, Luca; Westerlund, Joakim - In: The econometrics journal 26 (2023) 3, pp. 405-421
Persistent link: https://www.econbiz.de/10014391697
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