Evaluating Automatic Model Selection
Year of publication: |
2010-01-01
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Authors: | Castle, Jennifer ; Hendry, David ; Doornik, Jurgen A. |
Institutions: | Department of Economics, Oxford University |
Subject: | Model selection | Autometrics | Post-selection bias correction | Costs of search | Costs of inference |
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Model Selection in Under-specified Equations Facing Breaks
Hendry, David, (2010)
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Detecting location shifts during model selection by step-indicator saturation
Castle, Jennifer L., (2015)
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Improving the teaching of econometrics
Hendry, David F., (2016)
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Model Selection when there are Multiple Breaks
Castle, Jennifer, (2008)
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Semi-automatic Non-linear Model selection
Castle, Jennifer, (2013)
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Forecasting by factors, by variables, or both?
Castle, Jennifer, (2012)
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