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 &...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों: Castle, J, Hendry, D, Doornik, J
स्वरूप: Working paper
प्रकाशित: University of Oxford 2010