Evaluating Automatic Model Selection

DOI10.2202/1941-1928.1097zbMath1266.91057OpenAlexW2272389726MaRDI QIDQ4928536

Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry

Publication date: 14 June 2013

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

Full work available at URL: https://doi.org/10.2202/1941-1928.1097

zbMATH Keywords

model selectionAutometricscosts of inferencecosts of search

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Statistical methods; economic indices and measures (91B82)

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