Specification search in nonlinear time-series models using the genetic algorithm
- 1 May 2002
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 26 (5) , 811-835
- https://doi.org/10.1016/s0165-1889(00)00083-x
Abstract
No abstract availableThis publication has 20 references indexed in Scilit:
- Data mining reconsidered: encompassing and the general‐to‐specific approach to specification searchThe Econometrics Journal, 1999
- Constructive data mining: modeling consumers' expenditurein VenezuelaThe Econometrics Journal, 1999
- Data mining with local model specification uncertainty: a discussion of Hoover and PerezThe Econometrics Journal, 1999
- Testing for Unit Roots and Non‐linear TransformationsJournal of Time Series Analysis, 1998
- Forecasting chaotic time series with genetic algorithmsPhysical Review E, 1997
- Genetic Algorithms for Estimation Problems with Multiple Optima, Nondifferentiability, and Other Irregular FeaturesJournal of Business & Economic Statistics, 1995
- Using a genetic algorithm to determine an index of leading economic indicatorsComputational Economics, 1994
- LONG MEMORY SERIES WITH ATTRACTORSOxford Bulletin of Economics and Statistics, 1991
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- The Encompassing Principle and its Application to Testing Non-Nested HypothesesEconometrica, 1986