Evaluating Automatic Model Selection.

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 <...

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Váldodahkkit: Castle, J, Doornik, J, Hendry, D
Materiálatiipa: Working paper
Giella:English
Almmustuhtton: Department of Economics (University of Oxford) 2010
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Evaluating Automatic Model Selection Dahkki Doornik, J, Hendry, D, J.Castle

Almmustuhtton 2011
Journal article
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