Search Results - subject:"bayesian information criterion"

Cross-corpora comparisons of topics and topic trends

Bystrov, Victor; Naboka, Viktoriia; … - In: Jahrbücher für Nationalökonomie und Statistik 242 (2022) 4, pp. 433-469

Persistent link: https://www.econbiz.de/10013553372

Finite sample lag adjusted critical values and probability values for the fourier wavelet unit root test

Sephton, Peter S. - In: Computational economics 64 (2024) 2, pp. 693-705

Persistent link: https://www.econbiz.de/10015078056

A two-stage method for improving discrimination and variable selection in DEA models

Xie, Qiwei; Li, Rong; Zou, Yanping; Liu, Yujia; Wang, … - In: IMA journal of management mathematics 33 (2022) 3, pp. 511-529

Persistent link: https://www.econbiz.de/10013253404

Bayesian median autoregression for robust time series forecasting

Zeng, Zijian; Li, Meng - In: International journal of forecasting 37 (2021) 2, pp. 1000-1010

Persistent link: https://www.econbiz.de/10012794774

Regularized quantile regression averaging for probabilistic electricity price forecasting

Uniejewski, Bartosz; Weron, Rafał - In: Energy economics 95 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012816620

A time series paradox : unit root tests perform poorly when data are cointegrated

Reed, W. Robert; Smith, Aaron D. - 2016

Persistent link: https://www.econbiz.de/10011592764

Estimating marginal effects of key factors that influence wholesale electricity demand and price distributions in Texas via quantile variable selection methods

Ekin, Tahir; Damien, Paul; Zarnikau, Jay William - In: The journal of energy markets 13 (2020) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10012597033

Model selection for factor analysis : some new criteria and performance comparisons

Choi, In; Jeong, Hanbat - In: Econometric reviews 38 (2019) 6, pp. 577-596

Persistent link: https://www.econbiz.de/10012181337

On the implicit uniform BIC prior

Startz, Richard - In: Economics Bulletin 34 (2014) 2, pp. 766-771

I show how to find the uniform prior implicit in using the Bayesian Information Criterion to consider a hypothesis …

Persistent link: https://www.econbiz.de/10010757314

SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part

Lian, Heng; Li, Jianbo; Tang, Xingyu - In: Journal of Multivariate Analysis 125 (2014) C, pp. 50-64

We consider the problem of simultaneous variable selection and estimation in additive partially linear Cox’s proportional hazards models with high-dimensional or ultra-high-dimensional covariates in the linear part. Under the sparse model assumption, we apply the smoothly clipped absolute...

Persistent link: https://www.econbiz.de/10010743754