Model Selection and Simplification Using Lattices
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References listed on IDEAS
- Damiani, Mirella & Panattoni, Lorenzo, 1992. "Optimal simulation with econometric models," Journal of Economic Dynamics and Control, Elsevier, vol. 16(1), pages 93-108, January.
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More about this item
Keywordsmodel selection and simplification; principle of coherence; lattice of models; regression; ARMA models;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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