Autometrics

MaRDI QIDQ4593680zbMATH OpenFDO

Authors Jurgen A. Doornik

Publication date 22 November 2017

zbMATH Keywords

automated GETS algorithsmautometricseconometricmultiple path search

Mathematics Subject Classification ID

Response surface designs (62K20) Applications of statistics to economics (62P20)

Recommendations

• Evaluating automatic model selection
• Computer automation of general-to-specific model selection procedures
• Automatic selection for non-linear models
• Sub-sample model selection procedures in general-to-specific modelling
• Review of PcGets 1 for Windows

Cited in

(13)

• Variable selection In regression models using global sensitivity analysis
• Forecasting by factors, by variables, by both or neither?
• Model selection in under-specified equations facing breaks
• Sir Clive W. J. Granger model selection
• Review of PcGets 1 for Windows
• The VIX, the variance premium and stock market volatility
• Misspecification testing: non-invariance of expectations models of inflation
• Model selection when there are multiple breaks
• A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets
• Discussion: The forward search: theory and data analysis
• A multivariate dynamic statistical model of the global carbon budget 1959--2020
• Improving empirical models and forecasts with saturation-based machine learning
• Measuring the impact of clean energy production on \(\text{CO}_2\) abatement in Denmark: upper bound estimation and forecasting

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