A comparative study of the Lasso-type and heuristic model selection methods
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- 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.
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"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.
- D. Blueschke & I. Savin & V. Blueschke-Nikolaeva, 2020. "An Evolutionary Approach to Passive Learning in Optimal Control Problems," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 659-673, October.
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More about this item
Keywords
Model selection; Lasso; adaptive Lasso; elastic net; heuristic methods; genetic algorithms;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2010-09-03 (Computational Economics)
- NEP-ECM-2010-09-03 (Econometrics)
- NEP-ORE-2010-09-03 (Operations Research)
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