This book is in Open Review. I want your feedback to make the book better for you and other readers. To add your annotation, select some text and then click the on the pop-up menu. To see the annotations of others, click the button in the upper right hand corner of the page

References

• Akaike, H., 1974. A new look at the statistical model identification. IEEE Transactions on Automatic Control. 19, 716–723. https://doi.org/10.1109/TAC.1974.1100705

• Burnham, K.P., Anderson, D.R., 2004. Model Selection and Multimodel Inference.. Springer New York. https://doi.org/10.1007/b97636

• Chatfield, C., 1996. Model uncertainty and forecast accuracy. Journal of Forecasting. 15, 495–508. https://doi.org/10.1002/(SICI)1099-131X(199612)15:7<495::AID-FOR640>3.3.CO;2-F

• Cohen, J., 1994. The earth is round (p < .05). American Psychologist. 49, 997–1003. https://doi.org/10.1037/0003-066X.49.12.997

• Data, 2022.. Cambridge Dictionary. https://dictionary.cambridge.org/dictionary/english/data

• Hanck, C., Arnold, M., Gerber, A., Schmelzer, M., 2022. Introduction to Econometrics with R. https://www.econometrics-with-r.org/index.html (version: 2022-04-17)

• Hastie, T., Tibshirani, R., Friedman, J., 2009. The Elements of Statistical Learning, Springer series in statistics.. Springer New York, New York, NY. https://doi.org/10.1007/978-0-387-84858-7

• Kotz, S., Balakrishnan, N., Read, C.B., Vidakovic, B., 2005. Encyclopedia of statistical sciences.. John Wiley & Sons, Inc., Hoboken, New Jersey.

• McQuarrie, A.D., 1999. A small-sample correction for the Schwarz SIC model selection criterion. Statistics {&} Probability Letters. 44, 79–86. https://doi.org/10.1016/S0167-7152(98)00294-6

• O’Hagan, A., Stevens, J.W., Campbell, M.J., 2005. Assurance in clinical trial design. 4, 187–201. https://doi.org/10.1002/pst.175

• Pidd, M., 2010. Why modelling and model use matter. Journal of the Operational Research Society. 61, 14–24. https://doi.org/10.1057/jors.2009.141

• Schwarz, G., 1978. Estimating the Dimension of a Model. The Annals of Statistics. 6, 461–464. https://doi.org/10.1214/aos/1176344136

• Sugiura, N., 1978. Further analysis of the data by akaike’ s information criterion and the finite corrections. Communications in Statistics - Theory and Methods. 7, 13–26. https://doi.org/10.1080/03610927808827599

• Svetunkov, I., 2022. Greybox: Toolbox for model building and forecasting. https://github.com/config-i1/greybox R package version 1.0.4

• Svetunkov, I., 2021. Forecasting and analytics with adam. https://openforecast.org/adam/ (version: 2021-07-30)

• Svetunkov, I., Boylan, J.E., 2019. Multiplicative state-space models for intermittent time series. https://doi.org/10.13140/RG.2.2.35897.06242

• Wasserstein, R.L., Lazar, N.A., 2016. The ASA’s Statement on p-Values: Context, Process, and Purpose. American Statistician. 70, 129–133. https://doi.org/10.1080/00031305.2016.1154108

• Wikipedia, 2021. Anscombe’s quartet. https://en.wikipedia.org/wiki/Anscombe%27s_quartet (version: 2021-06-23)

• Wikipedia, 2020a. Bias of estimator: Sample variance. https://en.wikipedia.org/wiki/Bias_of_an_estimator#Sample_variance (version: 2020-08-12)

• Wikipedia, 2020b. Efficiency (statistics): Asymptotic efficiency. https://en.wikipedia.org/wiki/Efficiency_(statistics)#Asymptotic_efficiency (version: 2020-08-12)

• Wikipedia, 2020c. Likelihood-ratio test. https://en.wikipedia.org/wiki/Likelihood-ratio_test (version: 2020-09-04)