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~institution:"Department of Economics and Finance, College of Business and Economics"
~institution:"Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam"
~institution:"National Bureau of Economic Research"
~person:"Qin, Xiaochuan"
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AIC
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Bayesian Model Averaging
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General-to-Specific modeling
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Information Criteria
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Model selection algorithms
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Qin, Xiaochuan
van Dijk, Herman K.
13
Schorfheide, Frank
9
Reed, W. Robert
8
Bauwens, Luc
5
Bos, Charles
5
Fernández-Villaverde, Jesús
5
Hamilton, James D.
4
Hoogerheide, Hoogerheide, L.F.
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Kaashoek, Kaashoek, J.F.
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Baumeister, Christiane
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Harvey, Harvey, A.C.
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Hortaçsu, Ali
3
Imbens, Guido W.
3
Lo, Andrew W.
3
Trimbur, Trimbur, T.M.
3
van Oest, van Oest, R.D.
3
Acemoglu, Daron
2
Agarwal, Nikhil
2
Boivin, Jean
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Brav, Alon
2
Chamberlain, Gary
2
Chen, Xiujian
2
Christiano, Lawrence J.
2
Constantinides, George M.
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Del Negro, Marco
2
Franses, Philip Hans
2
Geczy, Christopher C.
2
Giannoni, Marc
2
Herbst, Edward P.
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Holland, Paul W.
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Lin, Shu
2
McAleer, Michael
2
Moon, Hyungsik Roger
2
Ozdaglar, Asuman
2
Perla, Jesse
2
Shin, Minchul
2
Stambaugh, Robert F.
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Trabandt, Mathias
2
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Department of Economics and Finance, College of Business and Economics
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
National Bureau of Economic Research
University of Canterbury / Dept. of Economics and Finance
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Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates
Castle, Jennifer
;
Qin, Xiaochuan
;
Reed, W. Robert
-
Department of Economics and Finance, College of …
-
2011
use
Monte
Carlo experimentation to illustrate these issues. We confirm that no MSA does best in all circumstances. Even …
Persistent link: https://www.econbiz.de/10008800740
Saved in:
2
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms
Castle, Jennifer L.
;
Qin, Xiaochuan
;
Reed, W. Robert
-
Department of Economics and Finance, College of …
-
2009
performance. Our main goal is to identify the factors that determine MSA performance. Towards this end, we conduct
Monte
Carlo …
Persistent link: https://www.econbiz.de/10008577769
Saved in:
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