Search Results - subject:"variable selection"

Bayesian forecasting of federal funds target rate decisions

Hauwe, Sjoerd van den; Paap, Richard; Dijk, Dick van - In: Journal of macroeconomics 37 (2013), pp. 19-40

Persistent link: https://www.econbiz.de/10010237941

A literature review on the application of evolutionary computing to credit scoring

Marqués, A. I.; García Marzá, V. Domingo; Sánchez, J. S. - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1384-1399

Persistent link: https://www.econbiz.de/10009788624

Bayesian analysis of latent threshold dynamic models

Nakajima, Jouchi; West, Mike - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 151-164

Persistent link: https://www.econbiz.de/10009754013

Generalized spatialt two stage least squares estimation of spatial autoregressive models with autoregressive disturbances in the presence of endogenous regressors and many instruments

Jin, Fei; Lee, Lung-fei - In: Econometrics : open access journal 1 (2013) 1, pp. 71-114

This paper studies the generalized spatial two stage least squares (GS2SLS) estimation of spatial autoregressive models with autoregressive disturbances when there are endogenous regressors with many valid instruments. Using many instruments may improve the efficiency of estimators...

Persistent link: https://www.econbiz.de/10009754510

A model of heterogeneous multicategory choice for market basket analysis

Dippold, Katrin; Hruschka, Harald - In: Review of marketing science 11 (2013) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10010189571

Implementing managerial constraints in model-based segmentation : extensions of Kim, Fong, and DeSarbo (2012) with an application to heterogeneous perceptions of service quality

Kim, Sunghoon; Blanchard, Simon J.; DeSarbo, Wayne; … - In: Journal of marketing research : JMR 50 (2013) 5, pp. 664-673

Persistent link: https://www.econbiz.de/10010195930

Backward-in-time selection of the order of dynamic regression prediction model

Vlachos, Ioannis; Kugiumtzis, Dimitris - In: Journal of forecasting 32 (2013) 8, pp. 685-701

Persistent link: https://www.econbiz.de/10010344464

Identification for semiparametric varying coefficient partially linear models

Wang, Mingqiu; Song, Lixin - In: Statistics & Probability Letters 83 (2013) 5, pp. 1311-1320

In this paper, we apply the group smoothly clipped absolute deviation (SCAD) penalty to identify the model structure of the semiparametric varying coefficient partially linear model. The performance of the new approach is demonstrated in terms of the theoretical and numerical results.

Persistent link: https://www.econbiz.de/10010662322

Non-monotonic penalizing for the number of structural breaks

Reschenhofer, Erhard; Preinerstorfer, David; … - In: Computational Statistics 28 (2013) 6, pp. 2585-2598

variable selection methods, which penalize new variables entering a model either in the same way (e.g., AIC and BIC) or milder …

Persistent link: https://www.econbiz.de/10010998427

Variable selection for market basket analysis

Dippold, Katrin; Hruschka, Harald - In: Computational Statistics 28 (2013) 2, pp. 519-539

marketing. JAI, Amsterdam, pp 57–92, <CitationRef CitationID="CR11">2002</CitationRef>). We use Bayesian variable selection … capabilities of different variable selection algorithms in the context of market basket analysis. We present three different … approaches to variable selection and find that an adaptation of a technique by Geweke (Contemporary Bayesian econometrics and …

Persistent link: https://www.econbiz.de/10010998447