The following pages link to PcGets (Q14486):
Displaying 45 items.
- The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance (Q429539) (← links)
- The VIX, the variance premium and stock market volatility (Q473230) (← links)
- Model selection when there are multiple breaks (Q528000) (← links)
- Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
- Automatic selection of indicators in a fully saturated regression (Q626211) (← links)
- Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
- Testing regression coefficients after model selection through sign restrictions (Q974210) (← links)
- Choosing the optimal set of instruments from large instrument sets (Q1010397) (← links)
- Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
- Subset selection for vector autoregressive processes using Lasso (Q1023702) (← links)
- Model reduction methods for vector autoregressive processes. (Q1420347) (← links)
- What is the globalisation of inflation? (Q1655663) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
- Applied harmonic analysis and data processing. Abstracts from the workshop held March 25--31, 2018 (Q1731982) (← links)
- Achievements and challenges in econometric methodology (Q1841080) (← links)
- Variable selection In regression models using global sensitivity analysis (Q2046061) (← links)
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- The practice of econometric theory. An examination of the characteristics of econometric computation (Q2518393) (← links)
- Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector (Q2691674) (← links)
- Cointegration analysis in the presence of structural breaks in the deterministic trend (Q2707872) (← links)
- Asymptotic theory of outlier detection algorithms for linear time series regression models (Q2815576) (← links)
- Lasso–type and Heuristic Strategies in Model Selection and Forecasting (Q2829651) (← links)
- (Q2971503) (← links)
- Are disaggregate data useful for factor analysis in forecasting French GDP? (Q3065498) (← links)
- (Q3092738) (← links)
- Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK (Q3166696) (← links)
- (Q3375662) (← links)
- (Q3415188) (← links)
- Econometric software development: past, present and future (Q3429911) (← links)
- Numerical homogenization: survey, new results, and perspectives (Q3451610) (← links)
- FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES (Q3632384) (← links)
- Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 3) (Q4414348) (← links)
- The Robustness of Trend Stationarity: An Illustration with the Extended Nelson–Plosser Dataset (Q4414349) (← links)
- Computationally intensive econometrics using a distributed matrix-programming language (Q4661624) (← links)
- Link-Level Aspects (Q4687411) (← links)
- Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics (Q5083965) (← links)
- Optimal Lag Structure Selection in VEC-Models (Q5292188) (← links)
- AUTOMATIC INFERENCE OF THE CONTEMPORANEOUS CAUSAL ORDER OF A SYSTEM OF EQUATIONS (Q5697624) (← links)
- A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING (Q5697635) (← links)
- Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques (Q5864520) (← links)
- Computer automation of general-to-specific model selection procedures (Q5940860) (← links)
- Discussion: The forward search: theory and data analysis (Q5971302) (← links)
