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  • Search: subject:"Model Selection"
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Year of publication
Subject
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model selection 523 Model selection 466 Theorie 253 Theory 228 Schätztheorie 185 Prognoseverfahren 183 Estimation theory 179 Forecasting model 171 Modellierung 148 Scientific modelling 138 Zeitreihenanalyse 135 Time series analysis 130 Model Selection 116 Bayesian inference 97 Bayes-Statistik 94 Estimation 67 Schätzung 62 Bayesian model selection 56 Regression analysis 53 Regressionsanalyse 53 Forecasting 51 Statistischer Test 46 forecasting 45 Volatilität 42 Autometrics 41 Statistical test 41 Volatility 41 Monte Carlo simulation 40 Monte-Carlo-Simulation 39 VAR-Modell 38 Nichtparametrisches Verfahren 37 VAR model 37 AIC 35 Factor analysis 35 Nonparametric statistics 35 Faktorenanalyse 33 Panel 32 Panel study 29 Prognose 29 Forecast 28
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Online availability
All
Free 723 Undetermined 563 CC license 18
Type of publication
All
Article 734 Book / Working Paper 683 Other 8
Type of publication (narrower categories)
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Article in journal 346 Aufsatz in Zeitschrift 346 Working Paper 271 Graue Literatur 140 Non-commercial literature 140 Arbeitspapier 128 Article 31 Thesis 15 research-article 12 Hochschulschrift 7 Aufsatz im Buch 3 Book section 3 Collection of articles of several authors 3 Conference paper 3 Congress Report 3 Konferenzbeitrag 3 Sammelwerk 3 Aufsatzsammlung 1 Bibliografie enthalten 1 Bibliography included 1 Case study 1 Collection of articles written by one author 1 Conference Paper 1 Fallstudie 1 Konferenzschrift 1 Preprint 1 Sammlung 1 review 1
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Language
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English 836 Undetermined 574 German 9 Italian 2 Portuguese 2 French 1 Polish 1
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Author
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Hendry, David F. 45 Belloni, Alexandre 23 Castle, Jennifer 23 Chernozhukov, Victor 23 Doornik, Jurgen A. 20 Kunst, Robert M. 19 Hendry, David 17 Costantini, Mauro 16 Krolzig, Hans-Martin 16 Grassi, Stefano 14 Herwartz, Helmut 13 Winker, Peter 13 Conti, Gabriella 12 Frühwirth-Schnatter, Sylvia 12 Karlsson, Sune 12 Kozbur, Damian 12 Phillips, Peter C.B. 12 Sarstedt, Marko 12 Hansen, Christian Bailey 11 Heckman, James J. 11 Kilian, Lutz 11 Korenok, Oleg 11 Rossi, Barbara 11 Savin, Ivan 11 Barde, Sylvain 10 Piatek, Rémi 10 Pötscher, Benedikt M. 10 Swanson, Norman R. 10 Laan, Mark van der 9 Leeb, Hannes 9 Yang, Yuhong 9 Castle, Jennifer L. 8 Franses, Philip Hans 8 Gunter, Ulrich 8 Hansen, Christian 8 Proietti, Tommaso 8 Sachs, Andreas 8 Schleer, Frauke 8 Claeskens, Gerda 7 Härdle, Wolfgang Karl 7
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Institution
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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 COMISEF 4 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 Department of Economics and Business, Universitat Pompeu Fabra 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
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Published in...
All
Journal of econometrics 35 MPRA Paper 32 International journal of forecasting 30 Computational Statistics & Data Analysis 28 Annals of the Institute of Statistical Mathematics 27 Working Paper 22 Economics Series Working Papers / Department of Economics, Oxford University 20 Econometric reviews 18 Econometrics 17 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 17 Cowles Foundation Discussion Papers 16 Computational Statistics 15 cemmap working paper 15 Journal of Econometrics 14 Economics letters 13 Studies in Nonlinear Dynamics & Econometrics 12 CEMMAP working papers / Centre for Microdata Methods and Practice 11 CEPR Discussion Papers 11 Econometrics : open access journal 11 Energy economics 10 Monash Econometrics and Business Statistics Working Papers 10 Statistical Applications in Genetics and Molecular Biology 10 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 9 Journal of forecasting 9 Metrika 9 SFB 649 Discussion Paper 9 Statistics & Probability Letters 9 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 9 CREATES Research Papers 8 Department of Economics discussion paper series / University of Oxford 8 Journal of Applied Statistics 8 Journal of Multivariate Analysis 8 Physica A: Statistical Mechanics and its Applications 8 CESifo Working Paper 7 Empirical economics : a quarterly journal of the Institute for Advanced Studies 7 International Journal of Forecasting 7 Psychometrika 7 Reihe Ökonomie / Economics Series 7 Statistical Methods and Applications 7 Statistical Papers / Springer 7
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Source
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RePEc 706 ECONIS (ZBW) 502 EconStor 176 BASE 25 Other ZBW resources 16
Showing 21 - 30 of 1,425
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How certain are we about the role of uncertainty in the economy?
Herwartz, Helmut; Lange, Alexander - In: Economic inquiry 62 (2024) 1, pp. 126-149
Persistent link: https://www.econbiz.de/10014483714
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A note of caution on the relation between money growth and inflation
Berger, Helge; Karlsson, Sune; Österholm, Pär - 2023
time-varying parameter Bayesian VAR models. Model selection based on marginal likelihoods suggests that the relation is …
Persistent link: https://www.econbiz.de/10014331161
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How certain are we about the role of uncertainty in the economy?
Herwartz, Helmut; Lange, Alexander - In: Economic Inquiry 62 (2023) 1, pp. 126-149
While causes and consequences of uncertainty in the US economy have attracted viable interest, the literature still lacks a consensus on several aspects. To name two matters of debate, it remains unclear whether uncertainty shocks are a source or the result of recessions and whether uncertainty...
Persistent link: https://www.econbiz.de/10014503643
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Quantifying model selection uncertainty via bootstrapping and Akaike weights
Rigdon, Edward; Sarstedt, Marko; Moisescu, Ovidiu‐Ioan - In: International Journal of Consumer Studies 47 (2023) 4, pp. 1596-1608
model—and bootstrapping, can also be used to quantify model selection uncertainty, in the form of empirical variation in …
Persistent link: https://www.econbiz.de/10014503704
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Should selection of the optimum stochastic mortality model be based on the original or the logarithmic scale of the mortality rate?
Santolino, Miguel - In: Risks : open access journal 11 (2023) 10, pp. 1-21
Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models-in terms, that is, of their goodness-of-fit and prediction...
Persistent link: https://www.econbiz.de/10014391729
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Optimal out-of-sample forecast evaluation under stationarity
Staněk, Filip - In: Journal of forecasting 42 (2023) 8, pp. 2249-2279
Persistent link: https://www.econbiz.de/10014432888
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Model uncertainty and selection of risk models for left-truncated and right-censored loss data
Zhao, Qian; Upretee, Sahadeb; Yu, Daoping - In: Risks : open access journal 11 (2023) 11, pp. 1-17
to validate the models, and their performances on the model selection are evaluated through the probability of each … parent distribution being correctly selected. The effectiveness of each tool on model selection is also illustrated using …
Persistent link: https://www.econbiz.de/10014435618
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What is the effect of the corporate marriage of Disney and Pixar on their films' image quality?
Choi, Youngeun - 2023 - Revised October 23, 2023
Persistent link: https://www.econbiz.de/10015138905
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Writing a useful empirical journal article
King, Andrew A. - In: Journal of management scientific reports : JOMSR 1 (2023) 3/4, pp. 206-228
Persistent link: https://www.econbiz.de/10014577939
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The role of collaborations in successful R&D projects
Altuğ, Sema; Ekici, Oya - In: Istanbul business research 52 (2023) 3, pp. 521-542
R&D and innovation studies often involve complex and highly uncertain tasks, which require experts to work together. This paper aims to investigate how collaboration affects the probability of success for an R&D (Research and Development) project while controlling some other factors or groups....
Persistent link: https://www.econbiz.de/10014518357
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