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Bayesian Information Criteria (BIC)

A bootstrap approach to evaluating the performance of Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC) in selection of an asymmetric price relationship

 
  1. Henry De-Graft Acquah

University of Cape Coast, Department of Agricultural Economics and Extension, Ghana (1)

Corresponding author: henrydegraftacquah@yahoo.com
Abstract:

Key words: 
  • model selection,
  • Akaike’s Information Criteria (AIC),
  • Bayesian Information Criteria (BIC),
  • asymmetry,
  • bootstrapping.
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