DOES THE BIC ESTIMATE AND FORECAST BETTER THAN THE AIC?
We test two questions: (i) Is the Bayesian Information Criterion (BIC) more parsimonious thanAkaike Information Criterion (AIC)? and(ii) Is BICbetter than AIC for forecasting purposes? By using simulated data, we provide statistical inference of both hypotheses individually and then jointly with a m...
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| Autores principales: | , |
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| Lenguaje: | English |
| Publicado: |
ILADES. Universidad Alberto Hurtado.
2013
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| Materias: | |
| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-88702013000100003 |
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