Specification search in nonlinear time-series models using the genetic algorithm.

DOI10.1016/S0165-1889(00)00083-XzbMath1051.91083MaRDI QIDQ5958232

George G. Szpiro, Michael Beenstock

Publication date: 3 March 2002

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

genetic algorithmnonlinear time-seriesstationarity tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Approximation methods and heuristics in mathematical programming (90C59)

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