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  • Search: subject:"automated model selection"
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Year of publication
Subject
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automated model selection 8 data snooping 5 recursive/sequential modelling 5 specification search 5 Management-Informationssystem 2 Theorie 2 Zeit 2 non-linearities 2 Ökonometrie 2 Automated Model Selection 1 Bayesian model selection 1 Collaboration 1 Data mining 1 Econometrics 1 Erfolgsfaktor 1 Exchange Rates 1 Inter-firm cooperation 1 Management information system 1 Project management 1 Projektmanagement 1 R&D Projects 1 Success Factors 1 Success factor 1 TIPS 1 Theory 1 Time 1 Unternehmenskooperation 1 VIX 1 breakeven inflation 1 cross-country asymmetries 1 determination puzzle 1 extreme bounds analysis 1 general to specific modelling 1 indicator saturation 1 inflation expectations 1 liquidity premia 1 model selection 1
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Online availability
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Free 9 CC license 1
Type of publication
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Book / Working Paper 8 Article 1
Type of publication (narrower categories)
All
Working Paper 3 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 7 Undetermined 2
Author
All
Timmermann, Allan 4 Pesaran, M. Hashem 3 Stillwagon, Josh R. 2 Altuğ, Sema 1 Ekici, Oya 1 Pesaran, M.H. 1 Pesaran, Mohammad Hashem 1 Plessis, Stan du 1 Timmermann, A. 1
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Institution
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Department of Economics, Trinity College 2 CESifo 1 Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1 Faculty of Economics, University of Cambridge 1
Published in...
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Working Papers / Department of Economics, Trinity College 2 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 Cambridge Working Papers in Economics 1 IZA Discussion Papers 1 Istanbul business research 1 Working Papers / Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1
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Source
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RePEc 5 ECONIS (ZBW) 2 EconStor 2
Showing 1 - 9 of 9
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The role of collaborations in successful R&D projects
Altuğ, Sema; Ekici, Oya - In: Istanbul business research 52 (2023) 3, pp. 521-542
R&D and innovation studies often involve complex and highly uncertain tasks, which require experts to work together. This paper aims to investigate how collaboration affects the probability of success for an R&D (Research and Development) project while controlling some other factors or groups....
Persistent link: https://www.econbiz.de/10014518357
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TIPS and the VIX: Spillovers from Stock Market Panic to Breakeven Inflation in an Automated, Non-linear Modeling Framework
Stillwagon, Josh R. - Department of Economics, Trinity College - 2015
protected securities (TIPS). The estimation is conducted using a bias-corrected, automated model selection algorithm with …
Persistent link: https://www.econbiz.de/10011252520
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Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation
Stillwagon, Josh R. - Department of Economics, Trinity College - 2014
exchange rates from 1982:07-2013:10, and bias-corrected automated model selection is conducted with indicator saturation …
Persistent link: https://www.econbiz.de/10010940479
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The miracle of the Septuagint and the promise of data mining in economics
Plessis, Stan du - Department of Economics, Fakulteit Ekonomiese en … - 2006
This paper argues that the sometimes-conflicting results of a modern revisionist literature on data mining in econometrics reflect different approaches to solving the central problem of model uncertainty in a science of non-experimental data. The literature has entered an exciting phase with...
Persistent link: https://www.econbiz.de/10005523220
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Real Time Econometrics
Pesaran, M. Hashem; Timmermann, Allan - 2004
This paper considers the problems facing decision-makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated...
Persistent link: https://www.econbiz.de/10010315908
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Real Time Econometrics
Pesaran, Mohammad Hashem; Timmermann, Allan - 2004
This paper considers the problems facing decision makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated...
Persistent link: https://www.econbiz.de/10010276178
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Real Time Econometrics
Pesaran, M. Hashem; Timmermann, Allan - CESifo - 2004
This paper considers the problems facing decision-makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated...
Persistent link: https://www.econbiz.de/10005765967
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‘Real Time Econometrics’
Pesaran, M.H.; Timmermann, A. - Faculty of Economics, University of Cambridge - 2004
This paper considers the problems facing decision makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated...
Persistent link: https://www.econbiz.de/10005783852
Saved in:
Cover Image
Real time econometrics
Pesaran, M. Hashem; Timmermann, Allan - 2004
This paper considers the problems facing decision-makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated...
Persistent link: https://www.econbiz.de/10011402465
Saved in:
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