Pérez Amaral, Teodosio y Gallo, Giampiero M. y White, Halbert (2003) A flexible tool for model building: the relevant transformation of the imputs network approach. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 09, 2003, ]
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URL Oficial: http://eprints.ucm.es/7689/
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https://www.ucm.es/icae | Institución |
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.
Tipo de documento: | Documento de trabajo o Informe técnico |
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Palabras clave: | Relevant Transformation of the Inputs Network Approach (RETINA). Economics models |
Materias: | Ciencias Sociales > Economía > Econometría |
Título de serie o colección: | Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE) |
Volumen: | 2003 |
Número: | 09 |
Código ID: | 7689 |
Depositado: | 10 Mar 2008 |
Última Modificación: | 21 Jun 2017 12:20 |
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