Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
DOI10.1007/S10614-010-9243-XzbMATH Open1242.91154OpenAlexW3124054925MaRDI QIDQ429539FDOQ429539
Authors: Ivan Savin, Peter Winker
Publication date: 19 June 2012
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/37270
Recommendations
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators
- Efficient estimation of models for dynamic panel data
- Estimation of dynamic panel data models with a lot of heterogeneity
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
- Heterogeneity and selection in dynamic panel data
- Estimation of dynamic panel data sample selection models
- Asymptotically efficient model selection for panel data forecasting
Approximation methods and heuristics in mathematical programming (90C59) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
Cites Work
- Subset selection for vector autoregressive processes using Lasso
- Statistical modeling: The two cultures. (With comments and a rejoinder).
- The optimal choice of moments in dynamic panel data models
- Panel Data and Unobservable Individual Effects
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Initial conditions and moment restrictions in dynamic panel data models
- Information criteria for selecting possibly misspecified parametric models
- Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm
- Title not available (Why is that?)
- Title not available (Why is that?)
- Market Share, Market Value and Innovation in a Panel of British Manufacturing Firms
- Variable selection in regression models using nonstandard optimisation of information criteria
- Dynamic innovation diffusion modelling
- Optimization heuristics in econometrics. Applications of threshold accepting
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
- Optimized multivariate lag structure selection
- An efficient branch-and-bound strategy for subset vector autoregressive model selection
Cited In (1)
Uses Software
This page was built for publication: Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q429539)