Sawyer, Kim Russell
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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