Variable selection In regression models using global sensitivity analysis

DOI10.1515/jtse-2018-0025OpenAlexW3138080983MaRDI QIDQ2046061

Paolo Paruolo, William Becker, Andrea Saltelli

Publication date: 17 August 2021

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jtse-2018-0025

zbMATH Keywords

simulationsensitivity analysisMonte Carlomodel selection

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Uses Software

• PcGets

Cites Work

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