IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v51y2007i12p6180-6196.html
   My bibliography  Save this article

On time series model selection involving many candidate ARMA models

Author

Listed:
  • Qian, Guoqi
  • Zhao, Xindong

Abstract

No abstract is available for this item.

Suggested Citation

  • Qian, Guoqi & Zhao, Xindong, 2007. "On time series model selection involving many candidate ARMA models," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6180-6196, August.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:12:p:6180-6196
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(06)00520-2
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. S. P. Brooks & N. Friel & R. King, 2003. "Classical model selection via simulated annealing," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 503-520, May.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Guarin, Alexander & Lozano, Ignacio, 2017. "Credit funding and banking fragility: A forecasting model for emerging economies," Emerging Markets Review, Elsevier, vol. 32(C), pages 168-189.
    2. Kapetanios, George & Marcellino, Massimiliano & Papailias, Fotis, 2016. "Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 369-382.
    3. Ignacio Lozano-Espitia & Alexander Guarín-López, 2015. "Fragilidad bancaria en Colombia: un análisis basado en las hojas de balance," Chapters, in: Jose E. Gomez-Gonzalez & Jair N. Ojeda-Joya (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 10, pages 301-338, Banco de la Republica de Colombia.
    4. Fleming, Christopher L. & Griffis, Stanley E. & Bell, John E., 2013. "The effects of triangle inequality on the vehicle routing problem," European Journal of Operational Research, Elsevier, vol. 224(1), pages 1-7.
    5. Alexander Guarín-López & Ignacio Lozano-Espitia, 2016. "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia 14306, Banco de la Republica.
    6. Zhenzhong Wang & Zhengyuan Zhu & Cindy Yu, 2020. "Variable Selection in Macroeconomic Forecasting with Many Predictors," Papers 2007.10160, arXiv.org.
    7. Ignacio Lozano & Alexander Guarin, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 48-63, December.
    8. Christian P. Robert & Xiao‐Li Meng & Jesper Møller & Jeffrey S Rosenthal & C Jennison & M. A Hurn & F Al‐Awadhi & Peter McCullagh & Christophe Andrieu & Arnaud Doucet & Petros Dellaportas & Ioulia Pap, 2003. "Discussion on the paper by Brooks, Giudici and Roberts," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 39-55, January.
    9. Fouskakis, D., 2012. "Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods," European Journal of Operational Research, Elsevier, vol. 220(2), pages 414-422.
    10. S. A. Sisson & Y. Fan, 2009. "Towards automating model selection for a mark–recapture–recovery analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(2), pages 247-266, May.
    11. R. King & S. P. Brooks & B. J. T. Morgan & T. Coulson, 2006. "Factors Influencing Soay Sheep Survival: A Bayesian Analysis," Biometrics, The International Biometric Society, vol. 62(1), pages 211-220, March.
    12. Manfred GILLI & Peter WINKER, 2008. "A review of heuristic optimization methods in econometrics," Swiss Finance Institute Research Paper Series 08-12, Swiss Finance Institute.
    13. Ricardo S. Ehlers & Stephen P. Brooks, 2008. "Adaptive Proposal Construction for Reversible Jump MCMC," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(4), pages 677-690, December.
    14. Gustavo Nicolás Páez, 2015. "Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?," Documentos CEDE 12567, Universidad de los Andes, Facultad de Economía, CEDE.
    15. Seya, Hajime & Yamagata, Yoshiki & Tsutsumi, Morito, 2013. "Automatic selection of a spatial weight matrix in spatial econometrics: Application to a spatial hedonic approach," Regional Science and Urban Economics, Elsevier, vol. 43(3), pages 429-444.
    16. S. P. Brooks & P. Giudici & G. O. Roberts, 2003. "Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 3-39, January.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:51:y:2007:i:12:p:6180-6196. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.