//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"COMISEF"
~institution:"Department of Economics and Business, Universitat Pompeu Fabra"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"model selection"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
model selection
5
genetic algorithms
3
Complexity regularization
1
Concentration of measure
1
GMM
1
Innovation
1
Kullback-Leibler Information Criterion
1
Lasso
1
Leading indicators
1
Misspeci.cation
1
Model Selection Tests
1
Model selection
1
Structural Change
1
VAR
1
Vapnik-Chervonenkis dimension
1
adaptive Lasso
1
business cycle forecasts
1
clustering
1
concentration of measure
1
dynamic panel data
1
elastic net
1
error estimation
1
finance
1
heuristic methods
1
heuristic optimization techniques
1
logarithmic Sobolev inequalities
1
longest monotone subsequence
1
model estimation
1
portfolio management
1
threshold accepting
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Language
All
English
5
Portuguese
1
Undetermined
1
Author
All
Savin, Ivan
3
Boucheron, Stéphane
2
Lugosi, Gábor
2
Winker, Peter
2
Bartlett, Peter L.
1
Giacomini, Raffaella
1
Lyra, Marianna
1
Massart, Pascal
1
Rossi, Barbara
1
more ...
less ...
Institution
All
COMISEF
Department of Economics and Business, Universitat Pompeu Fabra
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
34
Department of Economics, Oxford University
20
Cowles Foundation for Research in Economics, Yale University
16
Society for Computational Economics - SCE
13
C.E.P.R. Discussion Papers
11
Department of Econometrics and Business Statistics, Monash Business School
10
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
9
School of Economics and Management, University of Aarhus
8
HAL
7
Berkeley Electronic Press
6
Duke University, Department of Economics
6
EconWPA
6
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
6
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
Department of Economics and Finance, College of Business and Economics
5
Department of Economics, Rutgers University-New Brunswick
5
Erasmus University Rotterdam, Econometric Institute
5
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
5
School of Economics, University of Kent
5
Department of Economics, University of Victoria
4
European Central Bank
4
Faculty of Economics, University of Cambridge
4
Rimini Centre for Economic Analysis (RCEA)
4
CESifo
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
3
Economics Group, Nuffield College, University of Oxford
3
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
3
Facultad de Economía y Empresa, Universidad de Zaragoza
3
Institut für Weltwirtschaft (IfW)
3
Zentrum für Europäische Wirtschaftsforschung (ZEW)
3
Becker Friedman Institute for Research in Economics, University of Chicago
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Centre for Microdata Methods and Practice (CEMMAP)
2
Centre of Excellence for Science and Innovation Studies, Kungliga Tekniska Högskolan (KTH)
2
Department of Economics, Boston University
2
Department of Economics, McMaster University
2
more ...
less ...
Published in...
All
Working Papers / COMISEF
4
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
3
Source
All
RePEc
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Model comparisons in unstable environments
Giacomini, Raffaella
;
Rossi, Barbara
-
Department of Economics and Business, Universitat …
-
2014
, misspecified, non-nested models in the presence of possible data instability. Compared to previous approaches to
model
selection
…
Persistent link: https://www.econbiz.de/10011250936
Saved in:
2
Heuristic
model
selection
for leading indicators in Russia and Germany
Savin, Ivan
;
Winker, Peter
-
COMISEF
-
2011
Business tendency survey indicators are widely recognized as a key instrument for business cycle forecasting. Their leading indicator property is assessed with regard to forecasting industrial production in Russia and Germany. For this purpose, vector autoregressive (VAR) models are specified...
Persistent link: https://www.econbiz.de/10008800899
Saved in:
3
Heuristic Optimization Methods for Dynamic Panel Data
Model
Selection
. Application on the Russian Innovative Performance
Savin, Ivan
;
Winker, Peter
-
COMISEF
-
2010
. As the number of hypotheses is large, the process of
model
selection
becomes a crucial part of the empirical … exploits the inherent discrete nature of the problem. The
model
selection
is based on information criteria and the Sargan test …
Persistent link: https://www.econbiz.de/10008629502
Saved in:
4
Heuristic Strategies in Finance – An Overview
Lyra, Marianna
-
COMISEF
-
2010
strategies and their application to portfolio selection, model estimation,
model
selection
and financial clustering. …
Persistent link: https://www.econbiz.de/10008642860
Saved in:
5
A comparative study of the Lasso-type and heuristic
model
selection
methods
Savin, Ivan
-
COMISEF
-
2010
, inconsistent results are obtained for pairwise strongly correlated predictors. An alternative to the Lasso is constituted by
model
…
selection
based on information criteria (IC), which remains consistent in the situation mentioned. However, these criteria are …
Persistent link: https://www.econbiz.de/10008483960
Saved in:
6
Model
selection
and error estimation
Bartlett, Peter L.
;
Boucheron, Stéphane
;
Lugosi, Gábor
-
Department of Economics and Business, Universitat …
-
2000
We study
model
selection
strategies based on penalized empirical loss minimization. We point out a tight relationship …
Persistent link: https://www.econbiz.de/10005772465
Saved in:
7
A sharp concentration inequality with applications
Boucheron, Stéphane
;
Lugosi, Gábor
;
Massart, Pascal
-
Department of Economics and Business, Universitat …
-
1999
We present a new general concentration-of-measure inequality and illustrate its power by applications in random combinatorics. The results find direct applications in some problems of learning theory.
Persistent link: https://www.econbiz.de/10005704883
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->