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Model Selection when There is "Minimal" Prior Information
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Model Selection when There is "Minimal" Prior Information
Model Selection when There is "Minimal" Prior Information
RK
R. W. Klein
R. W. Klein
S. J. Brown
S. J. Brown
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1 September 1984
journal article
Published by
JSTOR
in
Econometrica
Vol. 52
(5)
,
1291
https://doi.org/10.2307/1911000
Abstract
The main objective of this paper is to develop a criterion for model selection when there is minimal prior information. In particular, we will derive an express...
Keywords
MODEL SELECTION
PRIOR INFORMATION
MINIMAL
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