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Model selection in factor-augmented regressions with estimated factors
Djogbenou, Antoine A. - In: Econometric reviews 40 (2021) 5, pp. 470-503
Persistent link: https://www.econbiz.de/10012515615
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A specification test for dynamic conditional distribution models with function-valued parameters
Troster, Victor; Wied, Dominik - In: Econometric reviews 40 (2021) 2, pp. 109-127
Persistent link: https://www.econbiz.de/10012483803
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Robust open Bayesian analysis : overfitting, model uncertainty, and endogeneity issues in multiple regression models
Pacifico, Antonio - In: Econometric reviews 40 (2021) 2, pp. 148-176
Persistent link: https://www.econbiz.de/10012483805
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Optimal model averaging for divergent-dimensional Poisson regressions
Zou, Jiahui; Wang, Wendun; Zhang, Xinyu; Zou, Guohua - In: Econometric reviews 41 (2022) 7, pp. 775-805
Persistent link: https://www.econbiz.de/10013364906
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Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
Drukker, David M.; Liu, Di - In: Econometric reviews 41 (2022) 9, pp. 1047-1076
Persistent link: https://www.econbiz.de/10013364941
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Model averaging in a multiplicative heteroscedastic model
Zhao, Shangwei; Ma, Yanyuan; Wan, Alan T. K.; Zhang, Xinyu - In: Econometric reviews 39 (2020) 10, pp. 1100-1124
Persistent link: https://www.econbiz.de/10012406211
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Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl; Teräsvirta, Timo - In: Econometric reviews 35 (2016) 8/10, pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
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Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong; Xie, Xinling - In: Econometric reviews 42 (2023) 7, pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
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Lassoed boosting and linear prediction in the equities market
Huang, Xiao - In: Econometric reviews 43 (2024) 9, pp. 733-751
Persistent link: https://www.econbiz.de/10015050638
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The choice between sets of regressors
Sargan, John Denis - In: Econometric reviews 20 (2001) 2, pp. 171-186
Persistent link: https://www.econbiz.de/10001596579