Sub-sample model selection procedures in general-to-specific modelling

Sub-sample model selection procedures in general-to-specific modelling

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Bibliografiske detaljer
Main Authors:	Hendry, D, Krolzig, H
Andre forfattere:	Becker, R
Format:	Book section
Sprog:	English
Udgivet:	Edward Elgar Publishing 2004
Fag:	Econometrics Economics

Lignende værker

Sub-sample model selection procedures in general-to-specific modelling
af: Krolzig, H, et al.
Udgivet: (2004)

Sub-sample Model Selection Procedures in General-to-Specific Modelling.
af: Hendry, D, et al.
Udgivet: (2004)

Sub-sample Model Selection Procedures in Gets Modelling.
af: Hendry, D, et al.
Udgivet: (2003)

Computer Automation of General-to-Specific Model Selection Procedures.
af: Krolzig, H, et al.
Udgivet: (2001)

Computer Automation of General-to-Specific Model Selection Procedures.
af: Krolzig, H, et al.
Udgivet: (2000)

Computer automation of general-to-specific model selection procedures
af: Hendry, D, et al.
Udgivet: (2000)

A comment on 'Specification searches in spatial econometrics: the relevance of Hendry's methodology'
af: Hendry, D
Udgivet: (2006)

A dialogue concerning a new instrument for econometric modeling
af: Granger, C, et al.
Udgivet: (2005)

Exogeneity and causality in non-stationary economic processes
af: Hendry, D
Udgivet: (2004)

Bridging the gap: linking economics and econometrics
af: Hendry, D
Udgivet: (2005)

Pooling of forecasts
af: Clements, M, et al.
Udgivet: (2004)

Forecasting in the presence of structural breaks and policy regime shifts
af: Hendry, D, et al.
Udgivet: (2005)

Parallel computation in econometrics: a simplified approach
af: Doornik, J, et al.
Udgivet: (2006)

Computationally-intensive econometrics using a distributed matrix-programming language
af: Doornik, J, et al.
Udgivet: (2002)

Econometric modeling and inference /
af: 285891 Florens, J. P., et al.
Udgivet: (2007)

Econometric modeling : a likelihood approach /
af: 380476 Hendry, David F., et al.
Udgivet: (2007)

Spatial and temporal modeling of community non- timber forest extraction
af: Robinson, E, et al.
Udgivet: (2006)

Estimation of an asymmetric model of asset prices
af: Harvey, A
Udgivet: (1996)

Realised power variation and stochastic volatility models
af: Barndorff-Nielsen, O, et al.
Udgivet: (2003)

Essays on model selection
af: Guo, Y
Udgivet: (2021)

Learning From Reviews: The Selection Effect and the Speed of Learning
af: Acemoglu, Daron, et al.
Udgivet: (2023)

Dynamics of trade-by-trade price movements: decomposition and models
af: Rydberg, T, et al.
Udgivet: (2003)

General-to-specific approaches for evaluating multi-step system forecasts
af: Martinez, A
Udgivet: (2019)

Exact score for time series models in state space form
af: Koopman, S, et al.
Udgivet: (1992)

Markov chain Monte Carlo methods for stochastic volatility models
af: Chib, S, et al.
Udgivet: (2002)

On the probability of estimating a deterministic component in the local level model
af: Harvey, A, et al.
Udgivet: (1990)

Econometric methods and applications in modelling non-stationary climate data
af: Pretis, F
Udgivet: (2015)

Local scale models: state space alternative to integrated GARCH processes
af: Shephard, N
Udgivet: (1994)

Distribution of the ML estimator of a MA (1) and a local level model
af: Shephard, N
Udgivet: (1993)

Integrated OU processes and non-Gaussian OU-based stochastic volatility models
af: Barndorff-Nielsen, O, et al.
Udgivet: (2003)

Statistical algorithms for models in state space form using SsfPack 2.2
af: Koopman, S, et al.
Udgivet: (1999)

Analytic convergence rates and parameterisation issues for the Gibbs sampler applied to state space models
af: Pitt, M, et al.
Udgivet: (1999)

Inference for adaptive time series models: stochastic volatility and conditionally Gaussian state space form
af: Bos, C, et al.
Udgivet: (2006)

Handbook of computrational econometrics /
af: 315105 Belsley, David A., et al.
Udgivet: (2009)

Essays on multivariate volatility and dependence models for financial time series
af: Noureldin, D
Udgivet: (2011)

New Developments in Automatic General-to-Specific Modeling.
af: Hendry, D, et al.
Udgivet: (2003)

Constructing Historical Euro-Zone Data.
af: Beyer, A, et al.
Udgivet: (2001)

Econometric models and economic forecasts /
af: 395715 Pindyck, Robert S., et al.
Udgivet: (1998)

Econometric models and economic forecasts /
af: 395715 Pindyck, Robert S., et al.
Udgivet: (1991)

Casual models in the Social Sciences /
af: Blalock, Hubert M.
Udgivet: (1971)