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

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

Taispeáin leaganacha eile (2)

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Hendry, D, Krolzig, H
Rannpháirtithe:	Becker, R
Formáid:	Book section
Teanga:	English
Foilsithe / Cruthaithe:	Edward Elgar Publishing 2004
Ábhair:	Econometrics Economics

Míreanna comhchosúla

Sub-sample model selection procedures in general-to-specific modelling
de réir: Krolzig, H, et al.
Foilsithe / Cruthaithe: (2004)

Sub-sample Model Selection Procedures in General-to-Specific Modelling.
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2004)

Sub-sample Model Selection Procedures in Gets Modelling.
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2003)

Computer Automation of General-to-Specific Model Selection Procedures.
de réir: Krolzig, H, et al.
Foilsithe / Cruthaithe: (2001)

Computer Automation of General-to-Specific Model Selection Procedures.
de réir: Krolzig, H, et al.
Foilsithe / Cruthaithe: (2000)

Computer automation of general-to-specific model selection procedures
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2000)

A comment on 'Specification searches in spatial econometrics: the relevance of Hendry's methodology'
de réir: Hendry, D
Foilsithe / Cruthaithe: (2006)

A dialogue concerning a new instrument for econometric modeling
de réir: Granger, C, et al.
Foilsithe / Cruthaithe: (2005)

Exogeneity and causality in non-stationary economic processes
de réir: Hendry, D
Foilsithe / Cruthaithe: (2004)

Bridging the gap: linking economics and econometrics
de réir: Hendry, D
Foilsithe / Cruthaithe: (2005)

Pooling of forecasts
de réir: Clements, M, et al.
Foilsithe / Cruthaithe: (2004)

Forecasting in the presence of structural breaks and policy regime shifts
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2005)

Parallel computation in econometrics: a simplified approach
de réir: Doornik, J, et al.
Foilsithe / Cruthaithe: (2006)

Computationally-intensive econometrics using a distributed matrix-programming language
de réir: Doornik, J, et al.
Foilsithe / Cruthaithe: (2002)

Econometric modeling and inference /
de réir: 285891 Florens, J. P., et al.
Foilsithe / Cruthaithe: (2007)

Econometric modeling : a likelihood approach /
de réir: 380476 Hendry, David F., et al.
Foilsithe / Cruthaithe: (2007)

Spatial and temporal modeling of community non- timber forest extraction
de réir: Robinson, E, et al.
Foilsithe / Cruthaithe: (2006)

Estimation of an asymmetric model of asset prices
de réir: Harvey, A
Foilsithe / Cruthaithe: (1996)

Realised power variation and stochastic volatility models
de réir: Barndorff-Nielsen, O, et al.
Foilsithe / Cruthaithe: (2003)

Essays on model selection
de réir: Guo, Y
Foilsithe / Cruthaithe: (2021)

Learning From Reviews: The Selection Effect and the Speed of Learning
de réir: Acemoglu, Daron, et al.
Foilsithe / Cruthaithe: (2023)

Dynamics of trade-by-trade price movements: decomposition and models
de réir: Rydberg, T, et al.
Foilsithe / Cruthaithe: (2003)

General-to-specific approaches for evaluating multi-step system forecasts
de réir: Martinez, A
Foilsithe / Cruthaithe: (2019)

Exact score for time series models in state space form
de réir: Koopman, S, et al.
Foilsithe / Cruthaithe: (1992)

Markov chain Monte Carlo methods for stochastic volatility models
de réir: Chib, S, et al.
Foilsithe / Cruthaithe: (2002)

On the probability of estimating a deterministic component in the local level model
de réir: Harvey, A, et al.
Foilsithe / Cruthaithe: (1990)

Econometric methods and applications in modelling non-stationary climate data
de réir: Pretis, F
Foilsithe / Cruthaithe: (2015)

Local scale models: state space alternative to integrated GARCH processes
de réir: Shephard, N
Foilsithe / Cruthaithe: (1994)

Distribution of the ML estimator of a MA (1) and a local level model
de réir: Shephard, N
Foilsithe / Cruthaithe: (1993)

Integrated OU processes and non-Gaussian OU-based stochastic volatility models
de réir: Barndorff-Nielsen, O, et al.
Foilsithe / Cruthaithe: (2003)

Statistical algorithms for models in state space form using SsfPack 2.2
de réir: Koopman, S, et al.
Foilsithe / Cruthaithe: (1999)

Analytic convergence rates and parameterisation issues for the Gibbs sampler applied to state space models
de réir: Pitt, M, et al.
Foilsithe / Cruthaithe: (1999)

Inference for adaptive time series models: stochastic volatility and conditionally Gaussian state space form
de réir: Bos, C, et al.
Foilsithe / Cruthaithe: (2006)

Handbook of computrational econometrics /
de réir: 315105 Belsley, David A., et al.
Foilsithe / Cruthaithe: (2009)

Essays on multivariate volatility and dependence models for financial time series
de réir: Noureldin, D
Foilsithe / Cruthaithe: (2011)

New Developments in Automatic General-to-Specific Modeling.
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2003)

Constructing Historical Euro-Zone Data.
de réir: Beyer, A, et al.
Foilsithe / Cruthaithe: (2001)

Econometric models and economic forecasts /
de réir: 395715 Pindyck, Robert S., et al.
Foilsithe / Cruthaithe: (1998)

Econometric models and economic forecasts /
de réir: 395715 Pindyck, Robert S., et al.
Foilsithe / Cruthaithe: (1991)

Casual models in the Social Sciences /
de réir: Blalock, Hubert M.
Foilsithe / Cruthaithe: (1971)