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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
›
Article
›
peer-review
26
Scopus citations
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Business & Economics
Model Selection
100%
Information Criterion
81%
Order Selection
65%
Penalty
39%
Bayes Factor
31%
Nuisance Parameter
30%
Model Selection Criteria
29%
Dynamic Panel Model
29%
Panel Model
26%
Selection Criteria
23%
Lag
20%
Fixed Effects
19%
Integrated
12%
Mathematics
Model Selection
65%
Information Criterion
61%
Order Selection
46%
Penalty
30%
Integrated Likelihood
25%
Kullback-Leibler Information
23%
Model Complexity
23%
Model
21%
Model Selection Criteria
21%
Profile Likelihood
21%
Bayes Factor
20%
Fixed Effects
19%
Dependent Data
19%
Nuisance Parameter
18%
Selection Procedures
18%
Inconsistent
17%
Standards
9%