Semi-automatic non-linear model selection

Semi-automatic non-linear model selection

Veure altres versions (1)

We consider model selection for non-linear dynamic equations with more candidate variables than observations, based on a general class of non-linear-in-the-variables functions, addressing possible location shifts by impulse-indicator saturation. After an automatic search delivers a simplified congr...

Descripció completa

Dades bibliogràfiques
Autors principals:	Castle, J, Hendry, D
Format:	Working paper
Publicat:	University of Oxford 2013

Ítems similars

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

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

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

Automatic selection for non-linear models
per: Castle, J, et al.
Publicat: (2011)

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

Evaluating automatic model selection
per: Castle, J, et al.
Publicat: (2010)

Evaluating Automatic Model Selection
per: Doornik, J, et al.
Publicat: (2011)

Evaluating Automatic Model Selection.
per: Castle, J, et al.
Publicat: (2010)

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

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

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

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

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

Automatic Econometric Model Selection using PcGets.
per: Castle, J
Publicat: (2006)

Automatic Econometric Model Selection using PcGets.
per: Castle, J
Publicat: (2006)

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

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

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

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

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

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

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

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

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

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

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

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

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

Selecting a model for forecasting
per: Castle, J, et al.
Publicat: (2021)

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

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

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

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

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

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

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

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

IMAGE COMPLETION BY SPATIAL-CONTEXTUAL CORRELATION FRAMEWORK USING AUTOMATIC AND SEMI-AUTOMATIC SELECTION OF HOLE REGION
per: D. Beulah David, et al.
Publicat: (2015-08-01)

Empirical Modelling and Model Selection for Forecasting Inflation in a Non-stationary World.
per: Castle, J
Publicat: (2006)

Selecting a Model for Forecasting
per: Jennifer L. Castle, et al.
Publicat: (2021-06-01)