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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
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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 671 - 680 of 1,425
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Direct comparison of agent-based models of herding in financial markets
Barde, Sylvain - In: Journal of economic dynamics & control 73 (2016), pp. 329-353
Persistent link: https://www.econbiz.de/10011709113
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Improving the performance of model-order selection criteria by partial-model selection search
Alkhaldi, Weaam; Iskander, D. Robert; Zoubir, Abdelhak M. - 2010
-parameters-set searching procedure over the desired orders, which we call full-model order selection. On the other hand, a method for model-selection … searches for the best sub-model within each order. In this paper, we propose using the model-selection searching method for … the bootstrap-based criterion improves significantly by using the proposed partial-model selection searching method. Index …
Persistent link: https://www.econbiz.de/10009438286
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Robust combinations of statistical procedures.
Wei, Xiaoqiao - 2010
Alternative to model selection, model combination gives a combined result from the individual candidate models to share …
Persistent link: https://www.econbiz.de/10009462921
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Secondary Analysis of Case-Control Studies in Genomic Contexts
Carroll, Raymond J. (contributor) - 2010
This dissertation consists of five independent projects. In each project, a novelstatistical method was developed to address a practical problem encountered in genomiccontexts. For example, we considered testing for constant nonparametric effectsin a general semiparametric regression model in...
Persistent link: https://www.econbiz.de/10009464885
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Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance
Savin, Ivan; Winker, Peter - 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/10010270208
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On the Hansen-Jagannathan distance with a no-arbitrage constraint
Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare - 2010
We provide an in-depth analysis of the theoretical and statistical properties of the Hansen-Jagannathan (HJ) distance that incorporates a no-arbitrage constraint. We show that for stochastic discount factors (SDF) that are spanned by the returns on the test assets, testing the equality of HJ...
Persistent link: https://www.econbiz.de/10010292304
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Forecast combination based on multiple encompassing tests in a macroeconomic DSGE system
Costantini, Mauro; Gunter, Ulrich; Kunst, Robert M. - 2010
We use data generated by a macroeconomic DSGE model to study the relative benefits of forecast combinations based on forecast-encompassing tests relative to simple uniformly weighted forecast averages across rival models. Assumed rival models are four linear autoregressive specifications, one of...
Persistent link: https://www.econbiz.de/10010294019
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Inverse Problems in High Dimensional Stochastic Systems Under Uncertainty.
Harrington Jr., Patrick Lloyd - 2010
Increasingly often, problems in modern medicine, quantitative finance, or social-networking involve tens of thousands of variables that interact with each other and jointly evolve over time. The states of these variables may correspond to the phenotype of a particular individual, the price of a...
Persistent link: https://www.econbiz.de/10009476982
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THE IMPACT OF PRELIMINARY MODEL SELECTION ON LATENT GROWTH MODEL PARAMETER ESTIMATES
Wang, Hsiu-Fei - 2010
In latent growth modeling (LGM), model selection and inference are treated as separate stages of data analysis, but … they are generally conducted on the assumption that the model is known a priori and thus model selection and inference are … of this study were: (1) To examine the subsequent impact of preliminary model selection using information criteria on LGM …
Persistent link: https://www.econbiz.de/10009450954
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Variance Estimates and Model Selection
Baþçý, Sýdýka; Zaman, Asad; Kiracý, Arzdar - In: International Econometric Review (IER) 2 (2010) 2, pp. 57-72
The large majority of the criteria for model selection are functions of the usual variance estimate for a regression … being estimated. This is often violated in model selection contexts, where model search takes place over invalid models. A … (PRESS) in the functions of several model selection criteria. Such replacements improve the probability of finding the true …
Persistent link: https://www.econbiz.de/10012610932
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