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~person:"Castle, Jennifer L."
~person:"Hansen, Christian"
~subject:"Monte Carlo"
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Search: subject:"Model selection"
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Monte Carlo
Autometrics
7
Model selection
5
inference under imperfect model selection
5
Impulse-indicator saturation
3
Lasso
3
Lasso and Post-Lasso with functional response data
3
endogeneity
3
instruments
3
local average and quantile treatment effects
3
local effects of treatment on the treated
3
partially linear model
3
propensity score
3
treatment effects
3
uniformly valid inference after model selection
3
average treatment effects for the treated
2
high-dimensional-sparse regression
2
indicator saturation
2
inference after model selection
2
model selection
2
moment condition models
2
moment condition models with a continuum of target parameters
2
structural breaks
2
AIC
1
AICc
1
Bayesian Model Averaging
1
Breaks
1
Factor models
1
Forecasting
1
General-to-Specific modeling
1
Information Criteria
1
Location shifts
1
Mis-specification
1
Model selection algorithms
1
Monte Carlo Analysis
1
Portfolio Models
1
SIC
1
SICc
1
average treament effects
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average treatment effects
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Castle, Jennifer L.
Hansen, Christian
Doornik, Jurgen A.
4
Hendry, David F.
4
Pretis, Felix
3
Castle, Jennifer
2
Becker, William
1
Hendry, David
1
Hendry, David F
1
Herrera, Marcos
1
Khalaf, Lynda
1
Krolzig, Hans-Martin
1
Mur, Jésus
1
Paruolo, Paolo
1
Ruiz Marín, Manuel
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Saltelli, Andrea
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Saunders, Charles J.
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Rimini Centre for Economic Analysis (RCEA)
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Econometrics
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EconStor
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Detecting Location Shifts during
Model
Selection
by Step-Indicator Saturation
Castle, Jennifer L.
;
Doornik, Jurgen A.
;
Hendry, David F.
; …
- In:
Econometrics
3
(
2015
)
2
,
pp. 240-264
To capture location shifts in the context of
model
selection
, we propose selecting significant step indicators from a …
Persistent link: https://www.econbiz.de/10011254953
Saved in:
2
Detecting location shifts during
model
selection
by step-indicator saturation
Castle, Jennifer L.
;
Doornik, Jurgen A.
;
Hendry, David F.
; …
- In:
Econometrics
3
(
2015
)
2
,
pp. 240-264
To capture location shifts in the context of
model
selection
, we propose selecting significant step indicators from a …
Persistent link: https://www.econbiz.de/10011755280
Saved in:
3
Model
Selection
in Equations with Many 'Small' Effects
Castle, Jennifer L.
;
Doornik, Jurgen A.
;
Hendry, David F.
-
Rimini Centre for Economic Analysis (RCEA)
-
2012
effects, and irrelevant variables. Automatic
model
selection
procedures can handle more candidate variables than observations …
Persistent link: https://www.econbiz.de/10010555885
Saved in:
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