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Optimal aggregation of linear time series models

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  • Chipman, J.
  • Winker, P.

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File URL: http://www.sciencedirect.com/science/article/B6V8V-4CVR3FG-2/2/a575c8882806b0fb923f8b19fb638853
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Bibliographic Info

Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 49 (2005)
Issue (Month): 2 (April)
Pages: 311-331

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Handle: RePEc:eee:csdana:v:49:y:2005:i:2:p:311-331

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Web page: http://www.elsevier.com/locate/csda

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  1. 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.
  2. 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.
  3. Peter Winker, 2000. "Optimized Multivariate Lag Structure Selection," Computational Economics, Society for Computational Economics, vol. 16(1/2), pages 87-103, October.
  4. Winker, Peter & Gilli, Manfred, 2004. "Applications of optimization heuristics to estimation and modelling problems," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 211-223, September.
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Cited by:
  1. Manfred Gilli & Peter Winker, 2008. "Review of Heuristic Optimization Methods in Econometrics," Working Papers 001, COMISEF.
  2. 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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