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Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer; Kibria, B. M. Golam - In: Computational economics 58 (2021) 2, pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
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Developing interaction shrinkage parameters for the liu estimator : with an application to the electricity retail market
Shukur, Ghazi; Månsson, Kristofer; Sjölander, Pär - In: Computational economics 46 (2015) 4, pp. 539-550
Persistent link: https://www.econbiz.de/10011478513
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Comparing out-of-sample performance of machine learning methods to forecast U.S. GDP growth
Chu, Ba; Qureshi, Shafiullah - In: Computational economics 62 (2023) 4, pp. 1567-1609
Persistent link: https://www.econbiz.de/10014437505
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A guide to using the R package "multiColl" for detecting multicollinearity
Salmerón-Gómez, Román; García-García, Catalina; … - In: Computational economics 57 (2021) 2, pp. 529-536
Persistent link: https://www.econbiz.de/10012486929
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Programming correlation criteria with free CAS software
Halkos, George E.; Tsilika, Kyriaki D. - In: Computational economics 52 (2018) 1, pp. 299-311
Persistent link: https://www.econbiz.de/10012052940
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Performances of model selection criteria when variables are ILL conditioned
Karlsson, Peter S.; Behrenz, Lars; Shukur, Ghazi - In: Computational economics 54 (2019) 1, pp. 77-98
Persistent link: https://www.econbiz.de/10012134085
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The multiColl package versus other existing packages in R to detect multicollinearity
Salmerón Gómez, Román; García García, Catalina B.; … - In: Computational economics 60 (2022) 2, pp. 439-450
Persistent link: https://www.econbiz.de/10013380784
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SABCEMM : a simulator for agent-based computational economic market models
Trimborn, Torsten; Otte, Philipp; Cramer, Simon; … - In: Computational economics 55 (2020) 2, pp. 707-744
Persistent link: https://www.econbiz.de/10012223663
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A testing procedure for constant parameters in stochastic volatility models
Hoyo, Juan del; Llorente, Guillermo; Rivero, Carlos - In: Computational economics 56 (2020) 1, pp. 163-186
Persistent link: https://www.econbiz.de/10012272023
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Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - In: Computational economics 61 (2023) 4, pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098