Cited in
(58)- Achievements and challenges in econometric methodology
- Subset selection for vector autoregressive processes using Lasso
- Optimal Lag Structure Selection in VEC-Models
- Forecasting macroeconomic variables using neural network models and three automated model selection techniques
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods
- Variable selection In regression models using global sensitivity analysis
- scientific article; zbMATH DE number 5949029 (Why is no real title available?)
- The cointegrated VAR model: Methodology and applications.
- Revisiting useful approaches to data-rich macroeconomic forecasting
- Cointegration analysis in the presence of structural breaks in the deterministic trend
- Model identification of ARIMA family using genetic algorithms
- The practice of econometric theory. An examination of the characteristics of econometric computation
- Discussion: The forward search: theory and data analysis
- Forecasting by factors, by variables, by both or neither?
- Applied harmonic analysis and data processing. Abstracts from the workshop held March 25--31, 2018
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
- Variable selection in regression models using nonstandard optimisation of information criteria
- Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and autometrics
- Link-Level Aspects
- Econometric software development: past, present and future
- Joint detection of unit roots and cointegration: data-based simulation
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
- What is the globalisation of inflation?
- 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
- FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
- Automatic selection of indicators in a fully saturated regression
- Testing regression coefficients after model selection through sign restrictions
- Sub-sample model selection procedures in general-to-specific modelling
- MONC
- PLTMGC
- CometBoards
- GAUSSX
- AIM@SHAPE
- PcGive
- MarPlex
- CHAN4CAST
- Ox
- SsfPack
- TSM
- MedTree
- The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
- EulerCurves
- Lasso–type and Heuristic Strategies in Model Selection and Forecasting
- Numerical homogenization: survey, new results, and perspectives
- Computationally intensive econometrics using a distributed matrix-programming language
- Choosing the optimal set of instruments from large instrument sets
- Model selection when there are multiple breaks
- Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
- Are disaggregate data useful for factor analysis in forecasting French GDP?
- A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
- AUTOMATIC INFERENCE OF THE CONTEMPORANEOUS CAUSAL ORDER OF A SYSTEM OF EQUATIONS
- Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
- The VIX, the variance premium and stock market volatility
- Asymptotic theory of outlier detection algorithms for linear time series regression models
- Model reduction methods for vector autoregressive processes.
- Computer automation of general-to-specific model selection procedures
- Sir Clive W. J. Granger model selection
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