Clifford M. Hurvich - Concepedia

Author

Clifford M. Hurvich

Also Known As

C. Hurvich, C. M. Hurvich, CLIFFORD M. HURVICH, Clifford Hurvich, Clifford M Hurvich, Clifford M. Hurvich, Cli®ord M. Hurvich, Hurvich, Clifford, Hurvich, Clifford M.

141

Publications

11.8K

Citations

H-Index

Concepts

All Affiliations

New York University University of California System Yeshiva University University of California, Davis

About

Clifford M. Hurvich is an author at New York University specializing in statistics, engineering, and statistical inference.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	27	37	11.2K
2	Business	18	22	8.7K
3	Management	4	4	411
4	Public Health	3	3	1.3K
5	Social Sciences	2	2	34

Clifford M. Hurvich

Publications

11.6K

Citations

H-Index

Page 1

	Year	Citations
Regression and time series model selection in small samples Clifford M. Hurvich, Chih‐Ling Tsai Biometrika EngineeringData ScienceBusinessEconometricsBias Correction	1989	6.3K
Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion Clifford M. Hurvich, Jeffrey S. Simonoff, Chih‐Ling Tsai Journal of the Royal Statistical Society Series B (Statistical Methodology) Parameter IdentificationParameter EstimationEngineeringDensity EstimationRobust Modeling	1998	1.2K
Regression and Time Series Model Selection in Small Samples Clifford M. Hurvich, Chih‐Ling Tsai Biometrika EngineeringData ScienceBusinessEconometricsBias Correction	1989	467
A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION Clifford M. Hurvich, Chih‐Ling Tsai Journal of Time Series Analysis Parameter IdentificationParameter EstimationAic CEngineeringEstimation Statistic	1993	398
The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series Clifford M. Hurvich, Rohit Deo, Julia Brodsky Journal of Time Series Analysis Parameter EstimationEngineeringTime Series EconometricsMemory ParameterFinancial Time Series Analysis	1998	349
Model Selection for Extended Quasi-Likelihood Models in Small Samples Clifford M. Hurvich, Chih‐Ling Tsai Biometrics EngineeringHigh-dimensional MethodSmall Sample CriterionBiometricsLogistic Regression	1995	302
Bias of the corrected AIC criterion for underfitted regression and time series models Clifford M. Hurvich, Chih‐Ling Tsai Biometrika EngineeringAic CriterionRegression AnalysisTime Series ModelsAkaike Information Criterion	1991	291
The Impact of Model Selection on Inference in Linear Regression Clifford M. Hurvich, Chih‐Ling Tsai The American Statistician Conditional Coverage RatesEngineeringHigh-dimensional MethodData ScienceSelection Bias	1990	276
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment Rohit Deo, Clifford M. Hurvich, Yi Lu Journal of Econometrics Forecasting MethodologyVolatility ModelingMultivariate Stochastic VolatilityEngineeringAsset Pricing	2005	196
Multiple-Predictor Regressions: Hypothesis Testing Yakov Amihud, Clifford M. Hurvich, Yi Wang Review of Financial Studies	2008	180

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