Volume 7   Number 2   April 1997

An asymptotic theory for linear model selection -----------------------------Shao, J. 221
   Comment------------------------------------------------------------------Beran, R. 243
   Comment--------------------------------------------- Rao, J. S. and Tibshirani, R. 249
   Comment------------------------------------------------------------------Stone, M. 252
   Comment------------------------------------------------------------------Zhang, P. 254
   Rejoinder-----------------------------------------------------------------Shao, J. 259
Information criteria for multiple data sets and restricted parameters---------------
   --------------------------------------------------- Dudley, R. M. and Haughton, D. 265
Information and prediction criteria for model selection in stochastic regression
and ARMA models ------------------------------------------- Lai, T. L. and Lee, C. P. 285
A consistent variable selection criterion for linear models with high-dimensional
   covariates ---------------------------------------------- Zheng, X. and Loh, W.-Y. 311
Robustness aspects of model choice ------------------------------------ Ronchetti, E. 327
Approaches for Bayesian variable selection ------- George, E. I. and McCulloch, R. E. 339
Bootstrap estimate of Kullback-Leibler information for model selection----Shibata, R. 375
Selection of a multistep linear predictor for short time series---------------------
   ----------------------------------------------------Hurvich, C. M. and Tsai, C.-L. 395
Asymptotic efficiency of the order selection of a nongaussian AR process------------
   -----------------------------------------------------------------Karagrigoriou, A. 407
Direct autoregressive predictors for multistep prediction: Order selection and
   performance relative to the plug in predictors ------------------- Bhansali, R. J. 425
A unified approach to estimating and modeling linear and nonlinear time series 
   --------------------------------- Chen, C. W. S., McCulloch, R. E. and Tsay, R. S. 451
A bootstrap variant of AIC for state-space model selection------------------------
   -----------------------------------------------Cavanaugh, J. E. and Shumway, R. H. 473
On segmented multivariate regression --------------- Liu, J., Wu, S. and Zidek, J. V. 497
Generalized accumulated prediction error and model selection for categorical
   panel data ------------------------------------------------------------- Zhang, P. 527

1997 Statistica Sinica ISSN 1017-0405