Open AccessTHE EFFECT OF OUTLIERS ON THE PERFORMANCE OF AKAIKE INFORMATION CRITERION (AIC) AND BAYESIAN INFORMATION CRITERION (BIC) IN SELECTION OF AN ASYMMETRIC PRICE RELATIONSHIP
Author(s) -
H Acquah De-Graft
Publication year - 2017
Publication title -
russian journal of agricultural and socio-economic sciences
Language(s) - English
Resource type - Journals
ISSN - 2226-1184
DOI - 10.18551/rjoas.2017-05.05
Subject(s) - akaike information criterion , bayesian information criterion , outlier , selection (genetic algorithm) , deviance information criterion , econometrics , information criteria , bayesian probability , statistics , mathematics , model selection , computer science , bayesian inference , artificial intelligence