Model selection in equations with many 'small' effects

Model selection in equations with many 'small' effects

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High dimensional general unrestricted models (GUMs) may include important individ-ual determinants, many small relevant effects, and irrelevant variables. Automatic modelselection procedures can handle more candidate variables than observations, allowing substantial dimension reduction from GUMs wit...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Castle, J, Doornik, J, Hendry, D
Fformat:	Journal article
Cyhoeddwyd:	Wiley 2013

Eitemau Tebyg

Model Selection in Equations with Many 'Small' Effects.
gan: Castle, J, et al.
Cyhoeddwyd: (2011)

Model selection in equations with many 'small' effects
gan: Castle, J, et al.
Cyhoeddwyd: (2011)

Evaluating automatic model selection
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

Evaluating Automatic Model Selection
gan: Doornik, J, et al.
Cyhoeddwyd: (2011)

Evaluating Automatic Model Selection.
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

Model Selection when there are Multiple Breaks.
gan: Castle, J, et al.
Cyhoeddwyd: (2008)

Model selection when there are multiple breaks
gan: Castle, J, et al.
Cyhoeddwyd: (2012)

Model selection when there are multiple breaks
gan: Castle, J, et al.
Cyhoeddwyd: (2008)

Selecting a model for forecasting
gan: Castle, J, et al.
Cyhoeddwyd: (2021)

Model selection in under-specified equations facing breaks
gan: Castle, J, et al.
Cyhoeddwyd: (2014)

Model selection in under-specified equations facing breaks
gan: Hendry, D, et al.
Cyhoeddwyd: (2010)

Model Selection in Under-specified Equations Facing Breaks.
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

Robust discovery of regression models
gan: Castle, J, et al.
Cyhoeddwyd: (2021)

Modeling non-stationary ‘big data’
gan: Castle, J, et al.
Cyhoeddwyd: (2020)

Modelling non-stationary 'Big data'
gan: Castle, J, et al.
Cyhoeddwyd: (2020)

Testing the invariance of expectations models of inflation
gan: Hendry, D, et al.
Cyhoeddwyd: (2010)

Selecting a Model for Forecasting
gan: Jennifer L. Castle, et al.
Cyhoeddwyd: (2021-06-01)

A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations.
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

A tale of 3 cities: model selection in over-, exact, and under-specified equations
gan: Castle, J, et al.
Cyhoeddwyd: (2011)

Detecting location shifts during model selection by step-indicator saturation
gan: Castle, JL, et al.
Cyhoeddwyd: (2015)

Improving models and forecasts after equilibrium-mean shifts
gan: Castle, J, et al.
Cyhoeddwyd: (2023)

Outliers and model selection: discussion of the paper by Søren Johansen and Bent Nielsen
gan: Doornik, J, et al.
Cyhoeddwyd: (2016)

Testing the Invariance of Expectations Models of Inflation.
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

Misspecification Testing: Non-Invariance of Expectations Models of Inflation
gan: Castle, J, et al.
Cyhoeddwyd: (2014)

Forecasting facing economic shifts, climate change and evolving pandemics
gan: Castle, J, et al.
Cyhoeddwyd: (2021)

The value of robust statistical forecasts in the COVID-19 pandemic
gan: Castle, JL, et al.
Cyhoeddwyd: (2021)

Statistical model selection with 'big data'
gan: Doornik, JA, et al.
Cyhoeddwyd: (2014)

Statistical model selection with ‘Big Data’
gan: Doornik, JA, et al.
Cyhoeddwyd: (2015)

Modeling and forecasting the COVID-19 pandemic time-series data
gan: Doornik, JA, et al.
Cyhoeddwyd: (2021)

Detecting Location Shifts during Model Selection by Step-Indicator Saturation
gan: Jennifer L. Castle, et al.
Cyhoeddwyd: (2015-04-01)

Automatic selection for non-linear models
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

Automatic Selection for Non-linear Models.
gan: Castle, J, et al.
Cyhoeddwyd: (2009)

Automatic selection for non-linear models
gan: Castle, J, et al.
Cyhoeddwyd: (2011)

Semi-automatic non-linear model selection
gan: Castle, J, et al.
Cyhoeddwyd: (2013)

Semi-automatic non-linear model selection,
gan: Castle, J, et al.
Cyhoeddwyd: (2014)

Statistical model selection with “Big Data”
gan: Jurgen A. Doornik, et al.
Cyhoeddwyd: (2015-12-01)

Econometric Modelling.
gan: Doornik, J, et al.
Cyhoeddwyd: (2009)

Empirical Econometric Modelling.
gan: Doornik, J, et al.
Cyhoeddwyd: (2009)

Modelling Dynamic Systems.
gan: Doornik, J, et al.
Cyhoeddwyd: (2009)

Statistical short-term forecasting of the COVID-19 pandemic
gan: Doornik, JA, et al.
Cyhoeddwyd: (2020)