ASYMMETRIC PRICE TRANSMISSION MODELING: THE IMPORTANCE OF MODEL COMPLEXITY AND THE PERFORMANCE OF THE SELECTION CRITERIA
Information Criteria provides an attractive basis for selecting the best model from a set of competing asymmetric price transmission models or theories. However, little is understood about the sensitivity of the model selection methods to model complexity. This study therefore fits competing asymmet...
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| Format: | Article |
| Language: | English |
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Russian Journal of Agricultural and Socio-Economic Sciences
2013-01-01
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| Series: | Russian Journal of Agricultural and Socio-Economic Sciences |
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| Online Access: | http://www.rjoas.com/issue-2013-01/i013_article_2013_05.pdf |