Variable Selection in the Linear Regression Model with One-Sided Information and a Small Sample

Anthony W. Hughes
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Anthony W. Hughes: School of Economics, University of Adelaide

No 1998-13, School of Economics and Public Policy Working Papers from University of Adelaide, School of Economics and Public Policy

Abstract: In the current paper, a one-sided version of a small sample correction to AIC is derived. This criterion will be based upon a two-sided model selection cretirion called AICs developed by Sugiura (1978) and studied in detail by Hurvich and Tsai (1989, 1991).

Keywords: information; economic models; maximum likliehood; simulation (search for similar items in EconPapers)
JEL-codes: C10 C15 (search for similar items in EconPapers)
Pages: 17 pages
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:adl:wpaper:1998-13

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