The information criterion in model selection

Research output: Contribution to journalArticlepeer-review


This note argues that the recent emphasis on model size (e.g., dimensionality) for choosing among economic models is misleading. With a reasonable formulation of prior information, it is important to take into account the a priori theoretical economic rationale for an economic model.

Original languageEnglish (US)
Pages (from-to)243-248
Number of pages6
JournalEconomics Letters
Issue number3
StatePublished - 1979
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Finance
  • Economics and Econometrics


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