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Model selection in the presence of incidental parameters
Yoonseok Lee
, Peter C.B. Phillips
Department of Economics
Research output
:
Contribution to journal
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Article
›
peer-review
26
Scopus citations
Overview
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Dive into the research topics of 'Model selection in the presence of incidental parameters'. Together they form a unique fingerprint.
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Keyphrases
Model Selection
100%
Incidental Parameter Problem
100%
Information Criteria
66%
Order Selection
66%
Fixed Effects
33%
Panel Model
33%
Selection Criteria
33%
Criteria-based
33%
New Criteria
33%
Model Selection Criteria
33%
Lag Order
33%
Dynamic Panel Model
33%
Model Complexity
33%
Kullback-Leibler Information Criterion
33%
Centre of Interests
33%
Selection Probability
33%
Model Selection Strategy
33%
Profile Likelihood
33%
Nuisance Parameter
33%
Bayes Factor
33%
Data Dependency
33%
Integrated Likelihood
33%
Mathematics
Model Selection
100%
Information Criterion
75%
Approximates
25%
Dependent Data
25%
Model Selection Criterion
25%
Selection Probability
25%
Nuisance Parameter
25%
Bayesian Model Comparison
25%
Underlying Structure
25%
Engineering
Selection Criterion
100%
Nuisance Parameter
50%
Model Selection Procedure
50%
Economics, Econometrics and Finance
Fixed Effects
100%