The following pages link to (Q4195812):
Displayed 50 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)
- Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares (Q3192404) (← links)
- Semiparametric Seasonal Cointegrating Rank Selection (Q3298479) (← links)
- Semiparametric cointegrating rank selection (Q3406055) (← links)
- Compound geometric and Poisson models (Q3466286) (← 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)
- Performance of information criteria for selection of Hawkes process models of financial data (Q4554419) (← links)
- J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY (Q4561964) (← links)
- PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? (Q4562554) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- GARCH model selection criteria (Q4647269) (← links)
- What is the impact of wealth shocks on asset allocation? (Q4683053) (← links)
- Beta seasonal autoregressive moving average models (Q4960734) (← links)
- Model selection procedure for high‐dimensional data (Q4969736) (← links)
- Smoothing methods for histogram‐valued time series: an application to value‐at‐risk (Q4969763) (← links)
- The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
- (Q4997513) (← links)
- (Q4997519) (← links)
- Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) (← links)
- A Reparameterized Weighted Lindley Distribution: Properties, Estimation and Applications (Q5009659) (← links)
- (Q5011487) (← links)
- (Q5011563) (← links)
- Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes (Q5014205) (← links)
- LASSO order selection for sparse autoregression: a bootstrap approach (Q5106966) (← links)
- Forecast mean squared error reductionin the VAR(1) process (Q5123431) (← links)
- On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies (Q5123493) (← links)
- Parameter changes in GARCH model (Q5123601) (← links)
- Discrepancy in regression estimates between log-normal and gamma: some case studies (Q5126928) (← links)
- M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model (Q5128630) (← links)
- A cointegration analysis of crime, economic activity, and police performance in São Paulo city (Q5129097) (← links)
- Time Series Analysis of Relationships Among Crypto-asset Exchange Rates (Q5148845) (← links)
- Inference of Seasonal Long‐memory Time Series with Measurement Error (Q5177955) (← links)
- An extension of Rayleigh distribution and applications (Q5203805) (← links)
- Model selection information criteria in latent class models with missing data and contingency question (Q5219215) (← links)
- A Bayesian estimation of lag lengths in distributed lag models (Q5219242) (← links)
- Adaptive order selection for autoregressive models (Q5219452) (← links)
- The type I half-logistic family of distributions (Q5222368) (← links)
- Order Selection and Inference with Long Memory Dependent Data (Q5226141) (← links)
- ON DETECTION OF EPILEPTIC SEIZURE WITH AN APPROACH BASED ON POWER SPECTRAL DENSITY WITH AN AR MODEL (Q5229401) (← 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)
- The Development of an Information Criterion for Change-Point Analysis (Q5380406) (← links)