Semi-automatic non-linear model selection
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...
| Main Authors: | , |
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| פורמט: | Working paper |
| יצא לאור: |
University of Oxford
2013
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