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

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

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Xehetasun bibliografikoak
Egile Nagusiak:	Hendry, D, Krolzig, H
Beste egile batzuk:	Becker, R
Formatua:	Book section
Hizkuntza:	English
Argitaratua:	Edward Elgar Publishing 2004
Gaiak:	Econometrics Economics

Antzeko izenburuak

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

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

Sub-sample Model Selection Procedures in Gets Modelling.
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Argitaratua: (2003)

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

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

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

A comment on 'Specification searches in spatial econometrics: the relevance of Hendry's methodology'
nork: Hendry, D
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A dialogue concerning a new instrument for econometric modeling
nork: Granger, C, et al.
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Exogeneity and causality in non-stationary economic processes
nork: Hendry, D
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Bridging the gap: linking economics and econometrics
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Pooling of forecasts
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Forecasting in the presence of structural breaks and policy regime shifts
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Parallel computation in econometrics: a simplified approach
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Computationally-intensive econometrics using a distributed matrix-programming language
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Econometric modeling and inference /
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Econometric modeling : a likelihood approach /
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Spatial and temporal modeling of community non- timber forest extraction
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Estimation of an asymmetric model of asset prices
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Realised power variation and stochastic volatility models
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Essays on model selection
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Learning From Reviews: The Selection Effect and the Speed of Learning
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Dynamics of trade-by-trade price movements: decomposition and models
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General-to-specific approaches for evaluating multi-step system forecasts
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Exact score for time series models in state space form
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Markov chain Monte Carlo methods for stochastic volatility models
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On the probability of estimating a deterministic component in the local level model
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Econometric methods and applications in modelling non-stationary climate data
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Local scale models: state space alternative to integrated GARCH processes
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Distribution of the ML estimator of a MA (1) and a local level model
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Integrated OU processes and non-Gaussian OU-based stochastic volatility models
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Statistical algorithms for models in state space form using SsfPack 2.2
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Analytic convergence rates and parameterisation issues for the Gibbs sampler applied to state space models
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Inference for adaptive time series models: stochastic volatility and conditionally Gaussian state space form
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Handbook of computrational econometrics /
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Essays on multivariate volatility and dependence models for financial time series
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New Developments in Automatic General-to-Specific Modeling.
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Constructing Historical Euro-Zone Data.
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Econometric models and economic forecasts /
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Econometric models and economic forecasts /
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Casual models in the Social Sciences /
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