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swMATH1937MaRDI QIDQ14486FDOQ14486

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Official website: http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=281024

Described by source

• A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets

Cited In (53)

• Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and autometrics
• Econometric software development: past, present and future
• Optimal Lag Structure Selection in VEC-Models
• Automatic selection of indicators in a fully saturated regression
• A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
• AUTOMATIC INFERENCE OF THE CONTEMPORANEOUS CAUSAL ORDER OF A SYSTEM OF EQUATIONS
• Forecasting macroeconomic variables using neural network models and three automated model selection techniques
• Achievements and challenges in econometric methodology
• Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
• Testing regression coefficients after model selection through sign restrictions
• Model identification of ARIMA family using genetic algorithms
• Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
• Numerical homogenization: survey, new results, and perspectives
• Sub-sample model selection procedures in general-to-specific modelling
• Are disaggregate data useful for factor analysis in forecasting French GDP?
• Sir Clive W. J. Granger model selection
• Computer automation of general-to-specific model selection procedures
• Lasso–type and Heuristic Strategies in Model Selection and Forecasting
• Forecasting by factors, by variables, by both or neither?
• Variable selection in regression models using nonstandard optimisation of information criteria
• The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
• Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
• Joint detection of unit roots and cointegration: data-based simulation
• Choosing the optimal set of instruments from large instrument sets
• What is the globalisation of inflation?
• Revisiting useful approaches to data-rich macroeconomic forecasting
• Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods
• Variable selection In regression models using global sensitivity analysis
• PcGive
• MarPlex
• CHAN4CAST
• Ox
• SsfPack
• TSM
• MedTree
• Discussion: The forward search: theory and data analysis
• Link-Level Aspects
• The VIX, the variance premium and stock market volatility
• Cointegration analysis in the presence of structural breaks in the deterministic trend
• Model reduction methods for vector autoregressive processes.
• EulerCurves
• Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
• Title not available (Why is that?)
• Computationally intensive econometrics using a distributed matrix-programming language
• The practice of econometric theory. An examination of the characteristics of econometric computation
• Asymptotic theory of outlier detection algorithms for linear time series regression models
• The cointegrated VAR model: Methodology and applications.
• FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
• Subset selection for vector autoregressive processes using Lasso
• Applied harmonic analysis and data processing. Abstracts from the workshop held March 25--31, 2018
• Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 3)
• The Robustness of Trend Stationarity: An Illustration with the Extended Nelson–Plosser Dataset
• Model selection when there are multiple breaks

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