Evaluating Automatic Model Selection.

Evaluating Automatic Model Selection.

अन्य संस्करण दिखाएं (2)

We evaluate automatically selecting the relevant variables in an econometric model from a large candidate set. General-to-specific selection is outlined for a constant model in orthogonal variables, where only one decision is required to select, irrespective of the number of regressors (N <...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों:	Castle, J, Doornik, J, Hendry, D
स्वरूप:	Working paper
भाषा:	English
प्रकाशित:	Department of Economics (University of Oxford) 2010

समान संसाधन

Evaluating automatic model selection
द्वारा: Castle, J, और अन्य
प्रकाशित: (2010)

Evaluating Automatic Model Selection
द्वारा: Doornik, J, और अन्य
प्रकाशित: (2011)

Model Selection when there are Multiple Breaks.
द्वारा: Castle, J, और अन्य
प्रकाशित: (2008)

Model selection when there are multiple breaks
द्वारा: Castle, J, और अन्य
प्रकाशित: (2012)

Model selection when there are multiple breaks
द्वारा: Castle, J, और अन्य
प्रकाशित: (2008)

Model Selection in Equations with Many 'Small' Effects.
द्वारा: Castle, J, और अन्य
प्रकाशित: (2011)

Model selection in equations with many 'small' effects
द्वारा: Castle, J, और अन्य
प्रकाशित: (2013)

Selecting a model for forecasting
द्वारा: Castle, J, और अन्य
प्रकाशित: (2021)

Automatic selection for non-linear models
द्वारा: Castle, J, और अन्य
प्रकाशित: (2010)

Automatic Selection for Non-linear Models.
द्वारा: Castle, J, और अन्य
प्रकाशित: (2009)

Automatic selection for non-linear models
द्वारा: Castle, J, और अन्य
प्रकाशित: (2011)

Semi-automatic non-linear model selection,
द्वारा: Castle, J, और अन्य
प्रकाशित: (2014)

Semi-automatic non-linear model selection
द्वारा: Castle, J, और अन्य
प्रकाशित: (2013)

Encompassing and Automatic Model Selection.
द्वारा: Doornik, J
प्रकाशित: (2008)

Automatic selection for non-linear models
द्वारा: Castle, JL, और अन्य
प्रकाशित: (2011)

Robust discovery of regression models
द्वारा: Castle, J, और अन्य
प्रकाशित: (2021)

Testing the invariance of expectations models of inflation
द्वारा: Hendry, D, और अन्य
प्रकाशित: (2010)

Modeling non-stationary ‘big data’
द्वारा: Castle, J, और अन्य
प्रकाशित: (2020)

Modelling non-stationary 'Big data'
द्वारा: Castle, J, और अन्य
प्रकाशित: (2020)

Selecting a Model for Forecasting
द्वारा: Jennifer L. Castle, और अन्य
प्रकाशित: (2021-06-01)

Detecting location shifts during model selection by step-indicator saturation
द्वारा: Castle, JL, और अन्य
प्रकाशित: (2015)

Improving models and forecasts after equilibrium-mean shifts
द्वारा: Castle, J, और अन्य
प्रकाशित: (2023)

Outliers and model selection: discussion of the paper by Søren Johansen and Bent Nielsen
द्वारा: Doornik, J, और अन्य
प्रकाशित: (2016)

Evaluating PcGets and RETINA as Automatic Model Selection Algorithms.
द्वारा: Castle, J
प्रकाशित: (2005)

Testing the Invariance of Expectations Models of Inflation.
द्वारा: Castle, J, और अन्य
प्रकाशित: (2010)

Misspecification Testing: Non-Invariance of Expectations Models of Inflation
द्वारा: Castle, J, और अन्य
प्रकाशित: (2014)

Forecasting facing economic shifts, climate change and evolving pandemics
द्वारा: Castle, J, और अन्य
प्रकाशित: (2021)

Statistical model selection with 'big data'
द्वारा: Doornik, JA, और अन्य
प्रकाशित: (2014)

Statistical model selection with ‘Big Data’
द्वारा: Doornik, JA, और अन्य
प्रकाशित: (2015)

The value of robust statistical forecasts in the COVID-19 pandemic
द्वारा: Castle, JL, और अन्य
प्रकाशित: (2021)

Modeling and forecasting the COVID-19 pandemic time-series data
द्वारा: Doornik, JA, और अन्य
प्रकाशित: (2021)

Detecting Location Shifts during Model Selection by Step-Indicator Saturation
द्वारा: Jennifer L. Castle, और अन्य
प्रकाशित: (2015-04-01)

Automatic Econometric Model Selection using PcGets.
द्वारा: Castle, J
प्रकाशित: (2006)

Automatic Econometric Model Selection using PcGets.
द्वारा: Castle, J
प्रकाशित: (2006)

Statistical model selection with “Big Data”
द्वारा: Jurgen A. Doornik, और अन्य
प्रकाशित: (2015-12-01)

Model selection in equations with many 'small' effects
द्वारा: Castle, J, और अन्य
प्रकाशित: (2011)

Consistent Model Selection by an Automatic "Gets" Approach.
द्वारा: Campos, J, और अन्य
प्रकाशित: (2003)

Econometric Modelling.
द्वारा: Doornik, J, और अन्य
प्रकाशित: (2009)

Model Selection in Under-specified Equations Facing Breaks.
द्वारा: Castle, J, और अन्य
प्रकाशित: (2010)

Model selection in under-specified equations facing breaks
द्वारा: Hendry, D, और अन्य
प्रकाशित: (2010)