Likelihood of a model and information criteria
- 1 May 1981
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 16 (1) , 3-14
- https://doi.org/10.1016/0304-4076(81)90071-3
Abstract
No abstract availableThis publication has 12 references indexed in Scilit:
- A Bayesian extension of the minimum AIC procedure of autoregressive model fittingBiometrika, 1979
- Information Criteria for Choice of Regression Models: A CommentEconometrica, 1979
- The Determination of the Order of an AutoregressionJournal of the Royal Statistical Society Series B: Statistical Methodology, 1979
- A Bayesian analysis of the minimum AIC procedureAnnals of the Institute of Statistical Mathematics, 1978
- Information Criteria for Discriminating Among Alternative Regression ModelsEconometrica, 1978
- On the Likelihood of a Time Series ModelJournal of the Royal Statistical Society: Series D (The Statistician), 1978
- Posterior probabilities for choosing a regression modelBiometrika, 1978
- Estimating the Dimension of a ModelThe Annals of Statistics, 1978
- A new look at the statistical model identificationIEEE Transactions on Automatic Control, 1974
- Planning Experiments for Discriminating between ModelsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1974