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  • Search: subject:"Model Selection"
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Year of publication
Subject
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model selection 542 Model selection 474 Theorie 264 Theory 239 Prognoseverfahren 195 Schätztheorie 193 Estimation theory 187 Forecasting model 183 Modellierung 154 Scientific modelling 144 Zeitreihenanalyse 140 Time series analysis 135 Model Selection 122 Bayesian inference 102 Bayes-Statistik 99 Estimation 71 Schätzung 66 Bayesian model selection 58 Regression analysis 56 Regressionsanalyse 56 Forecasting 54 Statistischer Test 46 forecasting 46 Volatilität 43 Volatility 42 Autometrics 41 Monte Carlo simulation 41 Statistical test 41 Monte-Carlo-Simulation 40 VAR-Modell 39 VAR model 38 Nichtparametrisches Verfahren 37 Factor analysis 36 AIC 35 Nonparametric statistics 35 Faktorenanalyse 34 Panel 32 Panel study 29 Prognose 29 Forecast 28
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Online availability
All
Free 752 Undetermined 576 CC license 23
Type of publication
All
Article 766 Book / Working Paper 692 Other 8
Type of publication (narrower categories)
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Article in journal 371 Aufsatz in Zeitschrift 371 Working Paper 279 Graue Literatur 144 Non-commercial literature 144 Arbeitspapier 132 Article 36 Thesis 15 research-article 12 Hochschulschrift 7 Aufsatz im Buch 5 Book section 5 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 877 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 Hansen, Christian 18 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 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 Claeskens, Gerda 8 Franses, Philip Hans 8 Gunter, Ulrich 8 Proietti, Tommaso 8 Sachs, Andreas 8 Schleer, Frauke 8 Österholm, Pär 8 Berger, Tino 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 International journal of forecasting 32 MPRA Paper 32 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 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 18 Econometrics 17 Cowles Foundation Discussion Papers 16 Computational Statistics 15 cemmap working paper 15 Economics letters 14 Journal of Econometrics 14 Econometrics : open access journal 12 Studies in Nonlinear Dynamics & Econometrics 12 CEMMAP working papers / Centre for Microdata Methods and Practice 11 CEPR Discussion Papers 11 Energy economics 10 Journal of forecasting 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 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 Computational economics 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
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Source
All
RePEc 706 ECONIS (ZBW) 534 EconStor 185 BASE 25 Other ZBW resources 16
Showing 61 - 70 of 1,466
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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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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
Persistent link: https://www.econbiz.de/10014326068
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Is the US Phillips curve stable? : evidence from Bayesian vector autoregressions
Karlsson, Sune; Österholm, Pär - In: The Scandinavian journal of economics 125 (2023) 1, pp. 287-314
Persistent link: https://www.econbiz.de/10014303987
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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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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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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/10014252440
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Model averaging prediction for possibly nonstationary autoregressions
Lin, Tzu-Chi - 2023
Persistent link: https://www.econbiz.de/10014282293
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A novel credit model risk measure: does more data lead to lower model risk in credit scoring models? : Valter T. Yoshida Jr, Alan de Genaro, Rafael Schiozer, Toni R. E. dos Santos
Yoshida Jr, Valter T.; Genaro, Alan de; Schiozer, … - 2023
Persistent link: https://www.econbiz.de/10015594844
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Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model
Lee, Jieun - In: Econometric reviews 44 (2025) 4, pp. 462-511
Persistent link: https://www.econbiz.de/10015196619
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