A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)
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- Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert White, 2003. "A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 821-838, December.
- Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert White, 2003. "Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Documentos de Trabajo del ICAE 0309, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Halbert L. White & Giampiero M. Gallo & Teodosio Pérez Amaral, 2002. "A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Documentos de Trabajo del ICAE 0201, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
References listed on IDEAS
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Citations
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Cited by:
- Kock, Anders Bredahl & Teräsvirta, Timo, 2014.
"Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009,"
International Journal of Forecasting,
Elsevier, vol. 30(3), pages 616-631.
- Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, Department of Economics and Business Economics, Aarhus University.
- Eduardo Acosta-González & Fernando Fernández-Rodríguez, 2014. "Forecasting Financial Failure of Firms via Genetic Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 43(2), pages 133-157, February.
- Savin Ivan, 2013.
"A Comparative Study of the Lasso-type and Heuristic Model Selection Methods,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik),
De Gruyter, vol. 233(4), pages 526-549, August.
- Ivan Savin, 2010. "A comparative study of the Lasso-type and heuristic model selection methods," Working Papers 042, COMISEF.
- Massimiliano Marinucci & Teodosio Pérez-Amaral, 2005.
"Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures,"
Econometrics
0505003, EconWPA, revised 16 May 2005.
- Massimiliano Marinucci & Teodosio Pérez-Amaral, 2005. "Econometric modeling of business Telecommunications demand using Retina and Finite Mixtues," Documentos de Trabajo del ICAE 0501, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Jurgen A. Doornik, 2008. "Encompassing and Automatic Model Selection," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 915-925, December.
- Castle Jennifer L. & Doornik Jurgen A & Hendry David F., 2011.
"Evaluating Automatic Model Selection,"
Journal of Time Series Econometrics,
De Gruyter, vol. 3(1), pages 1-33, February.
- Jennifer Castle & David Hendry & Jurgen A. Doornik, 2010. "Evaluating Automatic Model Selection," Economics Series Working Papers 474, University of Oxford, Department of Economics.
- Gernot Doppelhofer & Xavier Sala I Martin & Melvyn Weeks, 2005. "Jointness of Determinants of Economics Growth," Money Macro and Finance (MMF) Research Group Conference 2005 54, Money Macro and Finance Research Group.
- Ivan Savin & Peter Winker, 2012.
"Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance,"
Computational Economics,
Springer;Society for Computational Economics, vol. 39(4), pages 337-363, April.
- Ivan Savin & Peter Winker, 2010. "Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance," Working Papers 027, COMISEF.
- Marcin Blazejowski & Pawel Kufel & Tadeusz Kufel, . "Automatic Procedure of Building Congruent Dynamic Model in Gretl," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
- Doppelhofer, G. & Weeks, M., 2005.
"Jointness of Growth Determinants,"
Cambridge Working Papers in Economics
0542, Faculty of Economics, University of Cambridge.
- Gernot Doppelhofer & Melvyn Weeks, 2007. "Jointness of Growth Determinants," CESifo Working Paper Series 1978, CESifo Group Munich.
- David F. Hendry & Hans-Martin Krolzig, 2004.
"We Ran One Regression,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 66(5), pages 799-810, December.
- David F. Hendry & Hans-Martin Krolzig, 2004. "We Ran One Regression," Economics Papers 2004-W17, Economics Group, Nuffield College, University of Oxford.
- Camila Epprecht & Dominique Guegan & Álvaro Veiga, 2013. "Comparing variable selection techniques for linear regression: LASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne 13080, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Andreas Sachs & Frauke Schleer, 2013.
"Labour market performance in OECD countries: A comprehensive empirical modelling approach of institutional interdependencies,"
WWWforEurope Working Papers series
7, WWWforEurope.
- Sachs, Andreas & Schleer, Frauke, 2013. "Labour market performance in OECD countries: A comprehensive empirical modelling approach of institutional interdependencies," ZEW Discussion Papers 13-040, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2017. "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00917797, HAL.
- Jennifer Castle & David Hendry, 2010. "Automatic Selection for Non-linear Models," Economics Series Working Papers 473, University of Oxford, Department of Economics.
- Ericsson Neil R., 2016. "Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 377-398, September.
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Keywords
Model selection; cross-validation; flexible modelling; information criteria; forecasting.;Statistics
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