Semi-automatic non-linear model selection

Semi-automatic non-linear model selection

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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...

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Dettagli Bibliografici
Autori principali:	Castle, J, Hendry, D
Natura:	Working paper
Pubblicazione:	University of Oxford 2013

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