Akaike Information Criterion and Schwarz Information Criterion

Описание к видео Akaike Information Criterion and Schwarz Information Criterion

This video discusses the use of Information Criteria for model selection. We discuss the theory, logic and application examples of model selection in ARIMA and VAR models using the Akaike Information Criterion (AIC) and Schwarz or Bayesian Information Criterion (SIC or BIC).

Read more: https://spureconomics.com/information...

AIC, SIC and HQIC for VAR and VECM models: https://spureconomics.com/course/vecm...

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Econometrics tutorials series: https://spureconomics.com/courses/

R-square: https://spureconomics.com/r-square-an...
Adjusted R-square: https://spureconomics.com/adjusted-r-...

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