//--> //--> //-->
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
~person:"Castle, Jennifer L."
~person:"Hansen, Christian"
~subject:"Portfolio Models"
~subject:"indicator saturation"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio Models
indicator saturation
Autometrics
7
Model selection
5
inference under imperfect model selection
5
Impulse-indicator saturation
3
Lasso
3
Lasso and Post-Lasso with functional response data
3
Monte Carlo
3
endogeneity
3
instruments
3
local average and quantile treatment effects
3
local effects of treatment on the treated
3
partially linear model
3
propensity score
3
treatment effects
3
uniformly valid inference after model selection
3
average treatment effects for the treated
2
high-dimensional-sparse regression
2
inference after model selection
2
model selection
2
moment condition models
2
moment condition models with a continuum of target parameters
2
structural breaks
2
AIC
1
AICc
1
Bayesian Model Averaging
1
Breaks
1
Factor models
1
Forecasting
1
General-to-Specific modeling
1
Information Criteria
1
Location shifts
1
Mis-specification
1
Model selection algorithms
1
Monte Carlo Analysis
1
SIC
1
SICc
1
average treament effects
1
average treatment effects
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article
1
Language
All
English
2
Undetermined
1
Author
All
Castle, Jennifer L.
Hansen, Christian
Hendry, David F.
5
Pretis, Felix
4
Doornik, Jurgen A.
3
Castle, Jennifer
2
Mizon, Grayham E.
2
Qin, Xiaochuan
2
Reed, W. Robert
2
Reade, James
1
Stillwagon, Josh R.
1
Sucarrat, Genaro
1
more ...
less ...
Institution
All
Department of Economics and Finance, College of Business and Economics
1
Published in...
All
Econometrics
2
Working Papers in Economics
1
Source
All
RePEc
2
EconStor
1
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Detecting Location Shifts during
Model
Selection
by Step-Indicator Saturation
Castle, Jennifer L.
;
Doornik, Jurgen A.
;
Hendry, David F.
; …
- In:
Econometrics
3
(
2015
)
2
,
pp. 240-264
To capture location shifts in the context of
model
selection
, we propose selecting significant step indicators from a …
Persistent link: https://www.econbiz.de/10011254953
Saved in:
2
Detecting location shifts during
model
selection
by step-indicator saturation
Castle, Jennifer L.
;
Doornik, Jurgen A.
;
Hendry, David F.
; …
- In:
Econometrics
3
(
2015
)
2
,
pp. 240-264
To capture location shifts in the context of
model
selection
, we propose selecting significant step indicators from a …
Persistent link: https://www.econbiz.de/10011755280
Saved in:
3
How To Pick The Best Regression Equation: A Review And Comparison Of
Model
Selection
Algorithms
Castle, Jennifer L.
;
Qin, Xiaochuan
;
Reed, W. Robert
-
Department of Economics and Finance, College of …
-
2009
This paper reviews and compares twenty-one different
model
selection
algorithms (MSAs) representing a diversity of …
Persistent link: https://www.econbiz.de/10008577769
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->