Search Results - subject:"Model-selection"

A False Discovery Rate approach to optimal volatility forecasting model selection

Hassanniakalager, Arman; Baker, Paul L.; Platanakis, … - In: International journal of forecasting 40 (2024) 3, pp. 881-902

Persistent link: https://www.econbiz.de/10014547223

Improving models and forecasts after equilibrium-mean shifts

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: International journal of forecasting 40 (2024) 3, pp. 1085-1100

Persistent link: https://www.econbiz.de/10014547258

How certain are we about the role of uncertainty in the economy?

Herwartz, Helmut; Lange, Alexander - In: Economic inquiry 62 (2024) 1, pp. 126-149

Persistent link: https://www.econbiz.de/10014483714

A brief history of general-to-specific modelling

Hendry, David F. - In: Oxford bulletin of economics and statistics 86 (2024) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10014481330

CAViaR model selection via adaptive lasso

Cai, Zongwu; Fang, Ying; Tian, Dingshi - 2024

Persistent link: https://www.econbiz.de/10014521035

Testing firm conduct

Duarte, Marco; Magnolfi, Lorenzo; Sølvsten, Mikkel; … - In: Quantitative economics : QE ; journal of the … 15 (2024) 3, pp. 571-606

conduct via model selection and assessment, we present the advantages of Rivers and Vuong (2002) (RV) model selection under … extending the framework of Stock and Yogo (2005) to model selection. We test vertical conduct (Villas-Boas (2007)) using common …

Persistent link: https://www.econbiz.de/10015053180

Area-based hedonic pricing of urban green amenities in Beijing : a spatial piecewise approach

Liu, Zhaoyang; Huang, Heqing; Siikamäki, Juha; Xu, Jintao - In: Environmental and resource economics 87 (2024) 5, pp. 1223-1248

Persistent link: https://www.econbiz.de/10015044893

Indirect estimation of the monthly transport turnover indicator in Italy

Guardabascio, Barbara; Moauro, Filippo; Mosley, Luke - In: Empirical economics : a quarterly journal of the … 67 (2024) 2, pp. 531-566

Persistent link: https://www.econbiz.de/10015048759

Evaluation and modeling of Green Energy consumption in North Sumatra, Indonesia

Napitupulu, Janter; Suwarno; Cahyadi, Catra Indra; Sukarwoto - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 570-578

Persistent link: https://www.econbiz.de/10014494804

Automated machine learning methodology for optimizing production processes in small and medium-sized enterprises

Cruz, Yarens J.; Villalonga, Alberto; Castaño, Fernando; … - In: Operations research perspectives 12 (2024), pp. 1-10

Machine learning can be effectively used to generate models capable of representing the dynamic of production processes of small and medium-sized enterprises. These models enable the estimation of key performance indicators, and are often used for optimizing production processes. However, in...

Persistent link: https://www.econbiz.de/10015055720

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