Description

• Title:
  Choosing a Model and Strategy of Model Selection by Accumulated Prediction Error
• Creator:
  Piłatowska, Mariola
• Description:
  The purpose of the paper is to present and apply the accumulative one-step-ahead prediction error (APE) not only as a method (strategy) of model selection, but also as a tool of model selection strategy (meta-selection). The APE method is compared with the information approach to model selection (AIC and BIC information criteria), supported by empirical examples. Obtained results indicated that the APE method may be of considerable practical importance.
• Object availability:
  free access
• Date:
  2010.07.17
• Type:
  info:eu-repo/semantics/article;
  info:eu-repo/semantics/publishedVersion
• Language:
  English
• Source:
  Dynamic Econometric Models; Vol. 10 (2010); 107-119;
  Dynamic Econometric Models; Tom 10 (2010); 107-119;
  2450-7067;
  1234-3862
• Format:
  application/pdf
• Publisher:
  Nicolaus Copernicus University
• Relation: https://apcz.umk.pl/DEM/article/view/DEM.2010.009/4031
• Subject:
  model selection;
  meta-selection;
  information criteria;
  accumulative prediction error
• Identifier: https://apcz.umk.pl/DEM/article/view/DEM.2010.009
• Data provider:
  Akademicka Platforma Czasopism
• Can I use it?:
  seek permission
• Type:
  text