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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 81 - 90 of 1,425
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Selecting a model for forecasting
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Econometrics 9 (2021) 3, pp. 1-35
breaks. This provides support for model selection at looser than conventional settings, albeit with many additional features …
Persistent link: https://www.econbiz.de/10012696331
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Modeling market order arrivals on the German intraday electricity market with the Hawkes process
Luckner, Nikolaus von <Graf>; Kiesel, Rüdiger - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-31
We use point processes to analyze market order arrivals on the intraday market for hourly electricity deliveries in Germany in the second quarter of 2015. As we distinguish between buys and sells, we work in a multivariate setting. We model the arrivals with a Hawkes process whose baseline...
Persistent link: https://www.econbiz.de/10012520745
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Econometrics for modelling climate change
Castle, Jennifer; Hendry, David F. - 2021
Persistent link: https://www.econbiz.de/10012628320
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Using predicted length of stay to define treatment and model costs in hospitalized adults with serious illness : an evaluation of palliative care
May, Peter; Normand, Charles E. M.; Noreika, Danielle; … - In: Health economics review 11 (2021) 1, pp. 1-11
Background: Economic research on hospital palliative care faces major challenges. Observational studies using routine data encounter difficulties because treatment timing is not under investigator control and unobserved patient complexity is endemic. An individual's predicted LOS at admission...
Persistent link: https://www.econbiz.de/10012648827
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Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel; Lunde, Asger; Shephard, Neil G.; … - 2021
Persistent link: https://www.econbiz.de/10012621491
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Semiparametric estimation and model selection for conditional mixture copula models
Liu, Guannan; Long, Wei; Yang, Bingduo; Cai, Zongwu - 2021
Persistent link: https://www.econbiz.de/10012425393
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Cover Image
Selecting a model for forecasting
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Econometrics : open access journal 9 (2021) 3, pp. 1-35
breaks. This provides support for model selection at looser than conventional settings, albeit with many additional features …
Persistent link: https://www.econbiz.de/10012593995
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Variable selection in regression models using global sensitivity analysis
Becker, William; Paruolo, Paolo; Saltelli, Andrea - In: Journal of time series econometrics 13 (2021) 2, pp. 187-233
Persistent link: https://www.econbiz.de/10012612768
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Deviations from the covered interest parity : the role of fundamentals, financial and political turmoil, and market frictions
Costa, Marisa Gomes da; Marçal, Emerson Fernandes - In: Revista Brasileira de Finanças : RBFin 19 (2021) 2, pp. 91-122
Persistent link: https://www.econbiz.de/10012616660
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Heterogeneity and aggregate fluctuations
Chang, Minsu; Chen, Xiaohong; Schorfheide, Frank - 2021 - This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
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