The following pages link to (Q4195812):
Displayed 20 items.
- Variable selection in STAR models with neighbourhood effects using genetic algorithms (Q3065556) (← links)
- Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models (Q3076036) (← links)
- Selecting nonlinear time series models using information criteria (Q3077654) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
- Semiparametric cointegrating rank selection (Q3406055) (← links)
- Dynamic component detection in a multifactor model for stock returns (Q3598295) (← links)
- (Q3968327) (← links)
- A radial basis function artificial neural network test for neglected nonlinearity (Q4458361) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
- Inference of Seasonal Long‐memory Time Series with Measurement Error (Q5177955) (← links)
- Feature‐Specific Penalized Latent Class Analysis for Genomic Data (Q5295360) (← links)
- A Unified Approach for Simultaneous Gene Clustering and Differential Expression Identification (Q5295368) (← links)
- On Efficient AR Spectral Estimation for Long-Range Predictions (Q5314590) (← links)
- Benchmark priors for Bayesian model averaging. (Q5928977) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)
- Computer automation of general-to-specific model selection procedures (Q5940860) (← links)
- Estimating the number of signals of the damped exponential models. (Q5941002) (← links)
- Incorporating lag order selection uncertainty in parameter inference for AR models (Q5941375) (← links)