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  • Search: subject:"General-to-specific model selection"
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Year of publication
Subject
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Data mining 3 Financial variables 3 General-to-specific model selection 3 In-sample tests 3 Nested models 3 Out-of-sample tests 3 Stock return predictability 3 Automatic general-to-specific model selection 1 Börsenkurs 1 Capital income 1 Data Mining 1 Estimation 1 Forecast 1 Forecasting model 1 Household-level electricity demand 1 Kapitaleinkommen 1 Prognose 1 Prognoseverfahren 1 SMS messaging 1 Schätzung 1 Share price 1 South Africa 1 Südafrika 1 field experimental data 1 general-to-specific model selection 1 rugby union attendance 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 3 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
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Undetermined 3 English 2
Author
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Gupta, Rangan 3 Modise, Mampho P. 3 Andersen, Laura Mørch 1 Hansen, Lars Gårn 1 Jensen, Carsten Lynge 1 Møller, Niels Framroze 1 Owen, P. Dorian 1 Weatherston, Clayton R. 1
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Institution
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Department of Economics, Faculty of Economic and Management Sciences 1
Published in...
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Economic Modelling 1 Economic modelling 1 IFRO Working Paper 1 Journal of Sports Economics 1 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 1
Source
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RePEc 3 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 5 of 5
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Can pecuniary and environmental incentives via SMS messaging make households adjust their intra-day electricity demand to a fluctuating production?
Møller, Niels Framroze; Andersen, Laura Mørch; … - 2018
The increasing deployment of renewables introduces substantial variability into the production of electricity, requiring demand to be more movable across time. We analyze data from a large Danish fi eld experiment (2015-2016) to investigate whether households can be prompted, via SMS messages,...
Persistent link: https://www.econbiz.de/10012101068
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South African stock return predictability in the context data mining: The role of financial variables and international stock returns
Gupta, Rangan; Modise, Mampho P. - In: Economic Modelling 29 (2012) 3, pp. 908-916
-sample general-to-specific model selection with out-of-sample tests of predictive ability to further analyse the predictive power of …
Persistent link: https://www.econbiz.de/10010573379
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South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 29 (2012) 3, pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
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South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns
Gupta, Rangan; Modise, Mampho P. - Department of Economics, Faculty of Economic and … - 2010
-sample general-to-specific model selection with out-ofsample tests of predictive ability to analyse the predictive power of each …
Persistent link: https://www.econbiz.de/10008756444
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Uncertainty of Outcome and Super 12 Rugby Union Attendance
Owen, P. Dorian; Weatherston, Clayton R. - In: Journal of Sports Economics 5 (2004) 4, pp. 347-370
general to specific model selection approach, using Hendry and Krolzig’s automated procedures, is applied to a general model …
Persistent link: https://www.econbiz.de/10011139153
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