Título:
|
A flexible tool for model building: the relevant transformation of the imputs network approach
|
Autores:
|
Pérez-Amaral, Teodosio ;
Gallo, Giampiero M. ;
White, Halbert
|
Tipo de documento:
|
texto impreso
|
Editorial:
|
Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE), 2003
|
Dimensiones:
|
application/pdf
|
Nota general:
|
info:eu-repo/semantics/openAccess
|
Idiomas:
|
|
Palabras clave:
|
Estado = Publicado
,
Materia = Ciencias Sociales: Economía: Econometría
,
Tipo = Documento de trabajo o Informe técnico
|
Resumen:
|
A new method, called Relevant Transformation of the Inputs Network Approach (RETINA) is proposed as a tool for model building. It is designed around flexibility (with nonlinear transformations of the predictors of interest), selective search within the range of possible models, out-of-sample forecasting ability and computational simplicity. In tests on simulated data, it shows both a high rate of successful retrieval of the DGP which increases with the sample size and a good performance relative to other alternative procedures. A telephone service demand model is built to show how the procedure applies on real data.
|
En línea:
|
https://eprints.ucm.es/id/eprint/7689/1/0309.pdf
|