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...

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Xehetasun bibliografikoak
Egile Nagusiak:	Castle, J, Doornik, J, Hendry, D
Formatua:	Journal article
Argitaratua:	Wiley 2013

Antzeko izenburuak

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

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

Evaluating automatic model selection
nork: Castle, J, et al.
Argitaratua: (2010)

Evaluating Automatic Model Selection
nork: Doornik, J, et al.
Argitaratua: (2011)

Evaluating Automatic Model Selection.
nork: Castle, J, et al.
Argitaratua: (2010)

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

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

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

Selecting a model for forecasting
nork: Castle, J, et al.
Argitaratua: (2021)

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

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

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

Robust discovery of regression models
nork: Castle, J, et al.
Argitaratua: (2021)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Econometric Modelling.
nork: Doornik, J, et al.
Argitaratua: (2009)

Empirical Econometric Modelling.
nork: Doornik, J, et al.
Argitaratua: (2009)

Modelling Dynamic Systems.
nork: Doornik, J, et al.
Argitaratua: (2009)

GiveWin: An Interface to Empirical Modelling.
nork: Doornik, J, et al.
Argitaratua: (2001)