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  • Search: subject:"under/over parameterization"
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Subject
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AICC 1 ARMA 1 under/over parameterization 1
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Book / Working Paper 1
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Undetermined 1
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Sen, Liew Khim 1 Shitan, Mahendran 1
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EconWPA 1
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GE, Growth, Math methods 1
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RePEc 1
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The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models
Sen, Liew Khim; Shitan, Mahendran - EconWPA - 2003
This study is undertaken with the objective of investigating the performance of Akaike’s Information Corrected Criterion (AICC) as an order determination criterion for the selection of Autoregressive Moving-average or ARMA (p, q) time series models. A simulation investigation was carried out...
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