Automatic selection for non-linear models
Our strategy for automatic selection in potentially non-linear processes is: test for non-linearity in the unrestricted linear formulation; if that test rejects, specify a general model using polynomials, to be simplified to a minimal congruent representation; finally select by encompassing tests of...
| Autori principali: | , |
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| Natura: | Working paper |
| Pubblicazione: |
University of Oxford
2010
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