A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets

DOI10.1017/S0266466605050152zbMath1081.62109OpenAlexW2132852936MaRDI QIDQ5697634

Halbert White, Teodosio Pérez-Amaral, Giampiero M. Gallo

Publication date: 18 October 2005

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466605050152

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector ⋮ PcGets

Cites Work

• Empirical Limits for Time Series Econometric Models
• Computer automation of general-to-specific model selection procedures