//--> //--> //-->
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."
~subject:"AICc"
~subject:"costs of search"
~subject:"model selection"
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
AICc
costs of search
model selection
Autometrics
7
Model selection
5
Impulse-indicator saturation
3
Monte Carlo
3
indicator saturation
2
structural breaks
2
AIC
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
Portfolio Models
1
SIC
1
SICc
1
costs of inferencee
1
high dimensionality
1
impulse-indicator saturation
1
location shifts
1
mis-specification
1
principal components
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Article
1
Language
All
English
3
Undetermined
1
Author
All
Castle, Jennifer L.
Hendry, David F.
16
Kunst, Robert M.
14
Costantini, Mauro
13
Doornik, Jurgen A.
10
Korenok, Oleg
10
Winker, Peter
9
Castle, Jennifer
8
Gunter, Ulrich
8
Laan, Mark van der
8
Sachs, Andreas
8
Schleer, Frauke
8
Hendry, David
7
Herwartz, Helmut
7
Savin, Ivan
7
Jochmann, Markus
6
Swanson, Norman R.
6
Chuffart, Thomas
5
Conti, Gabriella
5
Dudoit, Sandrine
5
Freyberger, Joachim
5
Heckman, James J.
5
Lange, Alexander
5
Li, Guangjie
5
Lütkepohl, Helmut
5
Marcellino, Massimiliano
5
Neuhierl, Andreas
5
Phillips, Peter C.B.
5
Radchenko, Stanislav
5
Weber, Michael
5
Yang, Yuhong
5
Andrews, Donald W.K.
4
Belloni, Alexandre
4
Berger, Tino
4
Brüggemann, Ralf
4
Chernozhukov, Victor
4
Claeskens, Gerda
4
Franses, Ph.H.B.F.
4
Franses, Philip Hans
4
Frühwirth-Schnatter, Sylvia
4
more ...
less ...
Institution
All
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, Oxford University
1
Published in...
All
Econometrics
2
Economics Series Working Papers / Department of Economics, Oxford University
1
Working Papers in Economics
1
Source
All
RePEc
3
EconStor
1
Showing
1
-
4
of
4
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
Model
Selection
in Under-specified Equations Facing Breaks
Hendry, David
;
Castle, Jennifer L.
-
Department of Economics, Oxford University
-
2010
,
model
selection
can still improve over estimating a prior specification. Impulse-indicator saturation (IIS) can 'correct …
Persistent link: https://www.econbiz.de/10008690102
Saved in:
4
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...
//-->