Clifford M. Hurvich

Regression and time series model selection in small samples

Clifford M. Hurvich, Chih‐Ling Tsai · Biometrika · 1989 · 6.4K citations

Computing, Biostatistics, Econometrics +15

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) · 1998 · 1.3K citations · Full text

Natural Sciences, Biostatistics, Econometrics +16

Regression and Time Series Model Selection in Small Samples

Clifford M. Hurvich, Chih‐Ling Tsai · Biometrika · 1989 · 470 citations

Computing, Biostatistics, Econometrics +15

A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION

Clifford M. Hurvich, Chih‐Ling Tsai · Journal of Time Series Analysis · 1993 · 406 citations

Computing, Biostatistics, Econometrics +8

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 · 1998 · 350 citations

Social Sciences, Economics, Memory +14