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- Wed Aug 29, 2012 1:50 pm
- Forum: Econometric Discussions
- Topic: Interpretting BIC selection
- Replies: 0
- Views: 1458
Interpretting BIC selection
Hi all, I have a quick question for a problem that has me stumped. I have run a recursive regression using 9 variables, including a constant. I have used all possible combinations of these variables to compute 512 regressions for every time period, between 1990 and 2010. When I use the BIC selection...