We extend a recently proposed Bayesian model selection technique, known as stochastic model specification search, for …

We consider the problem of estimating the conditional distribution of a post-model-selection estimator where the … conditioning is on the selected model. The notion of a post-model-selection estimator here refers to the combined procedure … resulting from first selecting a model (e.g., by a model selection criterion like AIC or by a hypothesis testing procedure) and …

model selection rule and the choice of a particular functional form using pre-selected model selection criteria is called … the passive model selection rule. The objective of the author is the analysis of equilibrium, an efficient input choice …

novel model selection process is developed to assist decision makers to select the right panel data models for their … forecasting models are applicable in the real world. The proposed model selection flowchart is implementable in practice and it …