A Practical, Accurate, Information Criterion for Nth Order Markov Processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
http://link.springer.com/article/10.1007/s10614-016-9617-9/fulltext.html
Reference48 articles.
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3. Carlton, A. (1969). On the bias of information estimates. Psychological Bulletin, 71(2), 108–109.
4. Cover, T. M., & Thomas, J. A. (1991). Elements of information theory. New York: Wiley.
5. Dawid, H., & Fagiolo, G. (2008). Agent-based models for economic policy design: Introduction to the special issue. Journal of Economic Behavior and Organization, 67, 351–354.
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