Robust discovery of regression models

Successful modeling of observational data requires jointly discovering the determinants of the underlying process and the observations from which it can be reliably estimated, given the near impossibility of pre-specifying both. To do so requires avoiding many potential problems, including substanti...

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Bibliographic Details
Main Authors: Castle, J, Doornik, J, Hendry, D
Format: Journal article
Language:English
Published: Elsevier 2021