Global search regression: a new automatic model-selection technique for cross-section, time-series, and panel-data regressions

In this article, we present gsreg, a new automatic model-selection technique for cross-section, time-series, and panel-data regressions. Like other exhaustive search algorithms (for example, vselect), gsreg avoids characteristic path-dependence traps of standard approaches as well as backward- and f...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Gluzmann, Pablo Alfredo, Panigo, Demian Tupac
Formato: Articulo
Lenguaje:Inglés
Publicado: 2015
Materias:
Ciencias Económicas
st0383
gsreg
Automatic model selection
vselect
PcGets
RETINA
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/123907
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata

Ejemplares similares

Ejemplares similares