Automatic selection for non-linear models

Automatic selection for non-linear models

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© 2012 Springer-Verlag London Limited.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; f...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Castle, J, Hendry, D
Fformat:	Book section
Cyhoeddwyd:	Springer London 2011

Eitemau Tebyg

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

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

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

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

Automatic selection for non-linear models
gan: Castle, JL, et al.
Cyhoeddwyd: (2011)

Evaluating Automatic Model Selection
gan: Doornik, J, et al.
Cyhoeddwyd: (2011)

Evaluating automatic model selection
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

Evaluating Automatic Model Selection.
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

A low-dimension portmanteau test for non-linearity.
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

A low-dimension portmanteau test for non-linearity
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

A low-dimension portmanteau test for non-linearity
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

A Low-Dimension Collinearity-Robust Test for Non-linearity.
gan: Castle, J, et al.
Cyhoeddwyd: (2007)

A low-dimension collinearity-robust test for non-linearity
gan: Castle, J, et al.
Cyhoeddwyd: (2007)

Automatic Econometric Model Selection using PcGets.
gan: Castle, J
Cyhoeddwyd: (2006)

Automatic Econometric Model Selection using PcGets.
gan: Castle, J
Cyhoeddwyd: (2006)

Consistent Model Selection by an Automatic "Gets" Approach.
gan: Campos, J, et al.
Cyhoeddwyd: (2003)

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

Evaluating PcGets and RETINA as Automatic Model Selection Algorithms.
gan: Castle, J
Cyhoeddwyd: (2005)

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

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

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

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

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

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

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

Automatic model selection: a new instrument for social science
gan: Krolzig, H, et al.
Cyhoeddwyd: (2004)

Automatic model selection: a new instrument for social science
gan: Hendry, D, et al.
Cyhoeddwyd: (2004)

Model selection in equations with many 'small' effects
gan: Castle, J, et al.
Cyhoeddwyd: (2013)

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

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

Selecting a model for forecasting
gan: Castle, J, et al.
Cyhoeddwyd: (2021)

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

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

Automatic variable selection for longitudinal generalized linear models
gan: Li, Gaorong, et al.
Cyhoeddwyd: (2013)

Automatic Non-linear Feature Selection Framework for Epileptic Seizure Detection
gan: Nayak Jigyasa, et al.
Cyhoeddwyd: (2023-01-01)

Automatic selection on indicators in a fully saturated regression
gan: Hendry, D, et al.
Cyhoeddwyd: (2008)

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

The properties of automatic GETS modelling
gan: Hendry, D, et al.
Cyhoeddwyd: (2005)

The Properties of Automatic Gets Modelling.
gan: Hendry, D, et al.
Cyhoeddwyd: (2005)

The Properties of Automatic Gets Modelling.
gan: Hendry, D, et al.
Cyhoeddwyd: (2003)