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  • Search: subject:"Model selection algorithms"
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Year of publication
Subject
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AIC 2 AICc 2 Autometrics 2 Bayesian Model Averaging 2 General-to-Specific modeling 2 Information Criteria 2 Model selection algorithms 2 Monte Carlo Analysis 2 Portfolio Models 2 SIC 2 SICc 2
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Type of publication
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Book / Working Paper 2
Language
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English 2
Author
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Qin, Xiaochuan 2 Reed, W. Robert 2 Castle, Jennifer 1 Castle, Jennifer L. 1
Institution
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Department of Economics and Finance, College of Business and Economics 2
Published in...
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Working Papers in Economics 2
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates
Castle, Jennifer; Qin, Xiaochuan; Reed, W. Robert - Department of Economics and Finance, College of … - 2011
This review surveys a number of common Model Selection Algorithms (MSAs), discusses how they relate to each other, and …
Persistent link: https://www.econbiz.de/10008800740
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Cover Image
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms
Castle, Jennifer L.; Qin, Xiaochuan; Reed, W. Robert - Department of Economics and Finance, College of … - 2009
This paper reviews and compares twenty-one different model selection algorithms (MSAs) representing a diversity of …
Persistent link: https://www.econbiz.de/10008577769
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