Optimal aggregation of linear time series models
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 49 (2005)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/locate/csda
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- Gilli, M. & Winker, P., 2003. "A global optimization heuristic for estimating agent based models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 299-312, March.
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- Peter Winker, 2000. "Optimized Multivariate Lag Structure Selection," Computational Economics, Society for Computational Economics, vol. 16(1/2), pages 87-103, October.
- Geweke, John, 1985. "Macroeconometric Modeling and the Theory of the Representative Agent," American Economic Review, American Economic Association, vol. 75(2), pages 206-10, May.
- Storfinger, Nina & Winker, Peter, 2011. "Robustness of clustering methods for identification of potential falsifications in survey data," Discussion Papers 57, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU).
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"Review of Heuristic Optimization Methods in Econometrics,"
- Manfred GILLI & Peter WINKER, . "A review of heuristic optimization methods in econometrics," Swiss Finance Institute Research Paper Series 08-12, Swiss Finance Institute.
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