Open AccessModel Selection Criteria for Factor-Augmented Regressions
Author(s) -
Jan J. J. Groen,
George Kapetanios
Publication year - 2011
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1345390
Subject(s) - selection (genetic algorithm) , factor (programming language) , computer science , statistics , econometrics , mathematics , artificial intelligence , programming language
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom