Regression and time series model selection in small samples CM Hurvich, CL Tsai Biometrika 76 (2), 297-307, 1989 | 6895 | 1989 |

Improved methods for tests of long‐run abnormal stock returns JD Lyon, BM Barber, CL Tsai The Journal of Finance 54 (1), 165-201, 1999 | 2422 | 1999 |

Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion CM Hurvich, JS Simonoff, CL Tsai Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1998 | 1484 | 1998 |

Regression and time series model selection ADR McQuarrie, CL Tsai World Scientific, 1998 | 1113 | 1998 |

Tuning parameter selectors for the smoothly clipped absolute deviation method H Wang, R Li, CL Tsai Biometrika 94 (3), 553-568, 2007 | 769 | 2007 |

Subgroup analysis via recursive partitioning. X Su, CL Tsai, H Wang, DM Nickerson, B Li Journal of Machine Learning Research 10 (2), 2009 | 404 | 2009 |

A corrected Akaike information criterion for vector autoregressive model selection CM Hurvich, CL Tsai Journal of time series analysis 14 (3), 271-279, 1993 | 387 | 1993 |

The impact of model selection on inference in linear regression CM Hurvich, CL Tsai The American Statistician 44 (3), 214-217, 1990 | 385 | 1990 |

Model selection for extended quasi-likelihood models in small samples CM Hurvich, CL Tsai Biometrics, 1077-1084, 1995 | 361 | 1995 |

Bias of the corrected AIC criterion for underfitted regression and time series models CM Hurvich, CL Tsai Biometrika 78 (3), 499-509, 1991 | 352 | 1991 |

Regression coefficient and autoregressive order shrinkage and selection via the lasso H Wang, G Li, CL Tsai Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2007 | 332 | 2007 |

Regularization parameter selections via generalized information criterion Y Zhang, R Li, CL Tsai Journal of the American Statistical Association 105 (489), 312-323, 2010 | 329 | 2010 |

Model selection for multivariate regression in small samples EJ Bedrick, CL Tsai Biometrics, 226-231, 1994 | 286 | 1994 |

Estimation and testing for partially linear single-index models H Liang, X Liu, R Li, CL Tsai Annals of statistics 38 (6), 3811, 2010 | 235 | 2010 |

Bias in nonlinear regression RD Cook, CL Tsai, BC Wei Biometrika 73 (3), 615-623, 1986 | 154 | 1986 |

Improved estimators of Kullback–Leibler information for autoregressive model selection in small samples CM Hurvich, R Shumway, CL Tsai Biometrika 77 (4), 709-719, 1990 | 146 | 1990 |

Markov-switching model selection using Kullback–Leibler divergence A Smith, PA Naik, CL Tsai Journal of Econometrics 134 (2), 553-577, 2006 | 144 | 2006 |

Regression model selection—a residual likelihood approach P Shi, CL Tsai Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2002 | 137 | 2002 |

Partial least squares estimator for single‐index models P Naik, CL Tsai Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2000 | 125 | 2000 |

Prior consequences and subsequent risk taking: New field evidence from the Taiwan Futures Exchange YJ Liu, CL Tsai, MC Wang, N Zhu Management Science 56 (4), 606-620, 2010 | 120 | 2010 |