Research Article
Model and Variable Selection Procedures for Semiparametric Time Series Regression
Table 8
Means (standard deviations) of the number of explanatory variables excluded.
| | | | | |
| | | | | | BIC | 4.14 (1.60) | 4.15 (1.63) | 4.69 (0.92) | 4.79 (0.74) | GIC | 4.28 (1.47) | 4.35 (1.41) | 4.70 (0.89) | 4.72 (0.87) | BIC | 4.97 (0.21) | 4.95 (0.26) | 4.97 (0.23) | 4.99 (0.14) |
| | | | | | BIC | 4.15 (1.59) | 4.17 (1.55) | 4.72 (0.92) | 4.77 (0.87) | GIC | 4.22 (1.51) | 4.29 (1.47) | 4.77 (0.84) | 4.65 (1.03) | BIC | 4.98 (0.14) | 4.95 (0.26) | 5.00 (0.04) | 5.00 (0.06) |
| | | | | | BIC | 4.14 (1.59) | 4.78 (0.82) | 4.78 (0.82) | 4.72 (0.86) | GIC | 4.16 (1.55) | 4.68 (1.01) | 4.75 (0.88) | 4.66 (1.04) | BIC | 4.99 (0.11) | 4.99 (0.15) | 5.00 (0.00) | 5.00 (0.04) |
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