Choosing Lag Lengths in Nonlinear Dynamic Models
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References listed on IDEAS
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- Mavromaras, Kostas & Polidano, Cain, 2011. "NILS Working paper no 165. Improving the employment rates of people with disabilities through vocational education," NILS Working Papers 26068, National Institute of Labour Studies.
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More about this item
KeywordsNonlinear time series models; Neural networks; Model selection criteria; Polynomial approximations; Volterra expansions.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2002-12-17 (All new papers)
- NEP-ECM-2002-12-18 (Econometrics)
- NEP-ETS-2002-12-17 (Econometric Time Series)
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