. We propose a modified version of the AIC (Akaike information criterion). This criterion requires the estimation of the … show that the proposed modified criterion estimates the model orders more accurately than the standard AIC and AICc … (corrected AIC) in large samples and often in small samples. …

Criterion (AIC)?, and (ii) Is BIC better than AIC for forecasting purposes? By using simulated data, we provide statistical … type-I error. Both testing procedures deliver the same result: The BIC shows an in- and out-of-sample superiority over AIC …

estimator of the Kullback-Leibler discrepancy, originally used to derive AIC-based criteria. Moreover, this criterion requires … cover linear representations of general nonlinear processes. We propose a modified criterion to the corrected AIC (Akaïke … criterion estimates the models orders more accurately than the standard AIC and AICc in large samples and often in small samples. …

. We propose a modified version of the AIC (Akaike information criterion). This criterion requires the estimation of the … show that the proposed modified criterion estimates the model orders more accurately than the standard AIC and AICc … (corrected AIC) in large samples and often in small samples. …