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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ग्रंथसूची विवरण
मुख्य लेखकों: Castle, J, Doornik, J, Hendry, D
स्वरूप: Journal article
प्रकाशित: Wiley 2013
Search Result 1
Model Selection in Equations with Many 'Small' Effects.

Model Selection in Equations with Many 'Small' Effects. द्वारा Castle, J, Doornik, J, Hendry, D

प्रकाशित 2011
Working paper
Search Result 2
Model selection in equations with many 'small' effects

Model selection in equations with many 'small' effects द्वारा Castle, J, Hendry, D

प्रकाशित 2011
Working paper
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