The impact of unsuspected serial correlations on model selection in linear regression

Hurvich, Clifford M., Tsai, Chih-Ling . Statistics & Probability Letters 1996. 27 :115-126

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Bibtex

@article{CIS-136475,
  Author = {Hurvich, Clifford M. and Tsai, Chih-Ling},
  Title = {The impact of unsuspected serial correlations on model selection in linear regression},
  Journal = {Statistics & Probability Letters},
  Volume = {27},
  Year = {1996},
  Pages = {115--126},
  Keywords = {Akaike information criterion, Bayesian information criterion}
}

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