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    Exam Feedback November 2016 Part 1 Exam Feedback

    Failed. Got 3,3,2,2. :(
  2. T

    Diebold Chapter 5 : Model Selection (Consistency)

    Hi all, I'm having trouble understanding the conditions for a model selection criterion to demonstrate consistency. Can anyone help to provide an example of how this can be applied with the criterions (S^2, AIC, SIC) and how the true model comes into the picture? Thanks a lot!
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