A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA).
Year of publication: |
2003-03-14
|
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Authors: | Perez-Amaral, Teodosio ; Gallo, Giampiero M. ; White, Halbert L. |
Institutions: | Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze |
Subject: | Model selection | cross-validation | flexible modelling | information criteria | forecasting |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | Italian |
Notes: | Published in Oxford Bulletin of Economics and Statistics, December 2003 - Vol. 65 Issue s1 Page 681-906 doi:10.1046/j.0305-9049.2003.00096.x 38 pages |
Source: |
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A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets.
Perez-Amaral, Teodosio, (2004)
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Forecast selection and representativeness
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Variable Selection using Non-Standard Optimisation of Information Criteria
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A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets.
Perez-Amaral, Teodosio, (2004)
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A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets
Perez-Amaral, Teodosio, (2005)
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Perez-Amaral, Teodosio, (2003)
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