Recent development in econometric analysis of model selection

Md Zakir Hossain, M. Ishaq Bhatti

Research output: Contribution to journalArticle

Abstract

This paper briefly introduces the concept of model selection, reviews recent development in the area of econometric analysis of model selection and addresses some of the crucial issues that are being faced by researchers in their routine research problems. The paper emphasizes on the importance of model selection, particularly the information criteria and penalty functions based model selection procedures which are useful for economists and finance researchers.

Original languageEnglish
Pages (from-to)90-108
Number of pages19
JournalManagerial Finance
Volume29
Issue number7
DOIs
Publication statusPublished - 2003

Fingerprint

Econometric analysis
Model selection
Economists
Information criterion
Finance
Penalty function

Keywords

  • And econometrics
  • Information criteria
  • Model selection
  • Penalty function

ASJC Scopus subject areas

  • Finance
  • Strategy and Management

Cite this

Recent development in econometric analysis of model selection. / Hossain, Md Zakir; Bhatti, M. Ishaq.

In: Managerial Finance, Vol. 29, No. 7, 2003, p. 90-108.

Research output: Contribution to journalArticle

Hossain, Md Zakir ; Bhatti, M. Ishaq. / Recent development in econometric analysis of model selection. In: Managerial Finance. 2003 ; Vol. 29, No. 7. pp. 90-108.
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