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AVE and ACOR Criteria. A New Proposal

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Part of the Advanced Studies in Theoretical and Applied Econometrics book series (ASTA, volume 16)

Abstract

In the light of our discussions in previous Chapters, we are now going to introduce a new model selection procedure. This new procedure is obtained by using, on the one hand, the basic principles distilled from the philosophy of science in Chapter 1 and, on the other, some ideas put forward in Econometrics to evaluate model performance, these ideas having already been surveyed in Chapters 3, 4 and 5.

Keywords

Prediction Error Loss Function Informative Content Restricted Model Previous Chapter 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 1989

Authors and Affiliations

  1. 1.University of ZaragozaSpain

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