Regression and time series model selection in small samples
A bias correction to the Akaike information criterion, AIC, is derived for regression and autoregressive time series models. The correction is of particular use when the sample ...
Publications
2 shownThe Impact of Model Selection on Inference in Linear Regression
Abstract Model selection and inference are usually treated as separate stages of regression analysis, even though both tasks are performed on the same set of data. Once a model ...
Frequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 6,455
- Institution
- New York University
External Links
Identifiers
- ORCID
- 0000-0003-2945-4455
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.