Pilatowska, Mariola - In: Acta Universitatis Nicolai Copernici, Ekonomia 41 (2010), pp. 43-56
The purpose of the paper is to present and apply the accumulative one-step-ahead prediction error (APE) not only as a method (strategy) of model selection, but also as a tool of model selection strategy (meta-selection). The APE method is compared with the information approach to model selection...
