The theory of econometric model selection
This thesis is concerned with the theory of econometric model selection, an area of fundamental importance in econometrics. The two themes of the document are the approach to developing model selection criteria and the processes for criteria evaluation. Each chapter contains elements of them both. In Chapter 1, principles of model selection are established and the role of inductive inference in model selection is examined. Chapter 2 is an overview of existing criteria, whereby the...[Show more]
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