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...

Descrizione completa

Dettagli Bibliografici
Autori principali: Castle, J, Hendry, D
Altri autori: Haldrup, N
Natura: Book section
Pubblicazione: Oxford University Press 2014