Using model selection algorthims to obtain reliable coefficient estimates
Jennifer Castle, Xiaochuan Qin, and Robert Reed
| Year of publication: |
[2011]
|
|---|---|
| Authors: | Castle, Jennifer ; Qin, Xiaochuan ; Reid, W. Robert |
| Institutions: | University of Canterbury / Dept. of Economics and Finance (contributor) |
| Publisher: |
Christchurch, N.Z : Dept. of Economics and Finance, College of Business and Economics, University of Canterbury |
| Subject: | Algorithmus | Algorithm | Modellierung | Scientific modelling | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | Online-Ressource (49 p., 410,10 Kb) graph. Darst. |
|---|---|
| Series: | Working paper. - Christchurch, New Zealand, ZDB-ID 2579761-X. - Vol. 2011,03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Archived by the National Library of New Zealand Title from PDF t.p. (viewed on May 4, 2011) "Revised, 20 November 2010 "JEL Categories: C52, C15 "A revision of 'How to pick the best regression equation: a review and comparison of model selection algorithms' (Working paper number 09/13) Hypertext links contained in the archived instances of this title are non-functional Includes bibliographical references (p. 32-36) Mode of access: World Wide Web Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009012239