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Volumn 67, Issue SUPPL., 2005, Pages 837-880

Evaluating PcGets and RETINA as automatic model selection algorithms

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EID: 29144508482     PISSN: 03059049     EISSN: 14680084     Source Type: Journal    
DOI: 10.1111/j.1468-0084.2005.00143.x     Document Type: Article
Times cited : (13)

References (18)
  • 1
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    • Congruence and encompassing
    • Stigum B. P. (ed.), Princeton University Press, Princeton
    • Bontemps, C. and Mizon, G. E. (2003). 'Congruence and encompassing', in Stigum B. P. (ed.), Econometrics and the Philosophy of Economics, Princeton University Press, Princeton, pp. 354-378.
    • (2003) Econometrics and the Philosophy of Economics , pp. 354-378
    • Bontemps, C.1    Mizon, G.E.2
  • 9
    • 0345800534 scopus 로고    scopus 로고
    • New developments in automatic general-to-specific modelling
    • Stigum B. P. (ed.), Princeton University Press, Princeton
    • Hendry, D. F. and Krolzig, H.-M. (2003a). 'New developments in automatic general-to-specific modelling', in Stigum B. P. (ed.), Econometrics and the Philosophy of Economics, Princeton University Press, Princeton, pp. 379-419.
    • (2003) Econometrics and the Philosophy of Economics , pp. 379-419
    • Hendry, D.F.1    Krolzig, H.-M.2
  • 13
    • 0000077729 scopus 로고    scopus 로고
    • Data mining reconsidered: Encompassing and the general-to-specific approach to specification search
    • Hoover, K. D. and Perez, S. J. (1999). 'Data mining reconsidered: encompassing and the general-to-specific approach to specification search', Econometrics Journal, Vol. 2, pp. 167-191.
    • (1999) Econometrics Journal , vol.2 , pp. 167-191
    • Hoover, K.D.1    Perez, S.J.2
  • 14
    • 0000497341 scopus 로고    scopus 로고
    • Computer automation of general-to-specific model selection procedures
    • Krolzig, H.-M. and Hendry, D. F. (2001). 'Computer automation of general-to-specific model selection procedures', Journal of Economic Dynamics and Control, Vol. 25, pp. 831-866.
    • (2001) Journal of Economic Dynamics and Control , vol.25 , pp. 831-866
    • Krolzig, H.-M.1    Hendry, D.F.2
  • 15
  • 17
    • 0346307420 scopus 로고    scopus 로고
    • A flexible tool for model building: The relevant transformation of the inputs network approach (RETINA)
    • Perez-Amaral, T., Gallo, G. M. and White, H. (2003). 'A flexible tool for model building: the relevant transformation of the inputs network approach (RETINA)', Oxford Bulletin of Economics and Statistics, Vol. 65, pp. 821-838.
    • (2003) Oxford Bulletin of Economics and Statistics , vol.65 , pp. 821-838
    • Perez-Amaral, T.1    Gallo, G.M.2    White, H.3
  • 18
    • 15744381394 scopus 로고    scopus 로고
    • A comparison of complementary automatic modelling methods: RETINA and PcGets
    • Perez-Amaral, T., Gallo, G. M. and White, H. (2005). 'A comparison of complementary automatic modelling methods: RETINA and PcGets', Econometric Theory, Vol. 21, pp. 262-277.
    • (2005) Econometric Theory , vol.21 , pp. 262-277
    • Perez-Amaral, T.1    Gallo, G.M.2    White, H.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.