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Optimal aggregation of linear time series models

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Listed author(s):
  • Chipman, J.
  • Winker, P.

Abstract

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File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(04)00149-5
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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
Contact details of provider: Web page: http://www.elsevier.com/locate/csda

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  1. 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.
  2. 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.
  3. Winker, Peter & Fang, Kai-Tai, 1995. "Application of threshold accepting to the evaluation of the discrepancy of a set of points," Discussion Papers, Series II 248, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  4. Geweke, John, 1985. "Macroeconometric Modeling and the Theory of the Representative Agent," American Economic Review, American Economic Association, vol. 75(2), pages 206-210, May.
  5. Peter Winker, 2000. "Optimized Multivariate Lag Structure Selection," Computational Economics, Springer;Society for Computational Economics, vol. 16(1/2), pages 87-103, October.
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Cited by:

  1. 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).
  2. Manfred GILLI & Peter WINKER, "undated". "A review of heuristic optimization methods in econometrics," Swiss Finance Institute Research Paper Series 08-12, Swiss Finance Institute.

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