Model selection using information criteria and genetic algorithms

DOI10.1007/S10614-005-2209-8zbMath1137.90721OpenAlexW2073068290MaRDI QIDQ816056

Kelvin G. Balcombe

Publication date: 20 February 2006

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-005-2209-8

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (2)

Evolutionary Computation Methods and their applications in Statistics ⋮ Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm

Uses Software

• Microfit

Cites Work

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• Estimating the dimension of a model
• Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
• Bayesian model selection and prediction with empirical applications
• Dynamic Econometrics
• Empirical Limits for Time Series Econometric Models
• Benchmark priors for Bayesian model averaging.

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