scientific article; zbMATH DE number 6701267
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Publication:2971503
zbMATH Open1359.62066MaRDI QIDQ2971503FDOQ2971503
Publication date: 5 April 2017
Full work available at URL: http://www.ejpam.com/index.php/ejpam/article/view/2954
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Applications of statistics to economics (62P20) Statistical ranking and selection procedures (62F07) Economic time series analysis (91B84)
Cites Work
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- Pooling of forecasts
- The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
- Forecasting Economic Time Series
- Evaluating Automatic Model Selection
- Model selection when there are multiple breaks
- Automatic selection of indicators in a fully saturated regression
- Comments on testing economic theories and the use of model selection criteria
- Computational Efficiency in the Selection of Regression Variables
- A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
- Asymptotic theory of outlier detection algorithms for linear time series regression models
- Model selection in under-specified equations facing breaks
- MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
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