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 &...
| Những tác giả chính: | , , |
|---|---|
| Định dạng: | Working paper |
| Được phát hành: |
University of Oxford
2010
|