Semi-automatic non-linear model selection,

<p style="text-align:justify;"> We consider model selection for nonlinear dynamic equations with more candidate variables than observations, based on a general class of nonlinear-in-the-variables functions, addressing possible location shifts by impulse-indicator saturation. After a...

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Détails bibliographiques
Auteurs principaux: Castle, J, Hendry, D
Autres auteurs: Haldrup, N
Format: Book section
Publié: Oxford University Press 2014