Model selection using information criteria and genetic algorithms

DOI10.1007/S10614-005-2209-8MaRDI QIDQ816056zbMATH OpenOpenAlexFDO

Authors Kelvin Balcombe

Publication date 20 February 2006

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-005-2209-8

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Approximation methods and heuristics in mathematical programming (90C59)

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Cites work

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• Bayesian model selection and prediction with empirical applications
• Benchmark priors for Bayesian model averaging.
• Dynamic Econometrics
• Empirical Limits for Time Series Econometric Models
• Estimating the dimension of a model
• Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
• Nonparametric regression using Bayesian variable selection
• Seasonal integration and cointegration
• Seasonal unit roots in aggregate U.S. data (with discussion)

Cited in

(14)

• Technological modelling for graphical models: an approach based on genetic algorithms
• On the selection of subset bilinear time series models: a genetic algorithm approach
• Specification search in nonlinear time-series models using the genetic algorithm.
• Evaluating automatic model selection
• Selection of Item Response Model by Genetic Algorithm
• A genetic algorithm approach to find the best regression/econometric model among the candidates
• Evolutionary computation of a deterministic switching regressions estimator
• scientific article; zbMATH DE number 5028780 (Why is no real title available?)
• Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm
• Evolutionary computation methods and their applications in statistics
• scientific article; zbMATH DE number 2205593 (Why is no real title available?)
• Using a genetic algorithm to determine an index of leading economic indicators
• A genetic algorithm for graphical model selection
• Modelbuilder -- an automated general-to-specific modelling tool

Describes a project that uses

Uses Software

• Microfit

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