Variable Selection using Non-Standard Optimisation of Information Criteria
Year of publication: |
2005-05
|
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Authors: | Kapetanios, George |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Simulated Annealing | Genetic Algorithms | Information criteria | Model selection | Forecasting | Inflation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 533 |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C53 - Forecasting and Other Model Applications |
Source: |
-
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Forecasting time series subject to multiple structural breaks
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