THE MODEL CONFIDENCE SET
- Author
- HANSEN, Peter R1 ; LUNDE, Asger2 ; NASON, James M3
[1] Dept. of Economics, Stanford University, 579 Serra Mall, Stanford, CA 94305-6072, United States
[2] School of Economics and Management, Aarhus University, Bartholins Allé 10, Aarhus, Denmark
[3] Federal Reserve Bank of Philadelphia, Ten Independence Mall, Philadelphia, PA 19106-1574, United States - Source
Econometrica. 2011, Vol 79, Num 2, pp 453-497, 45 p ; ref : 2 p.1/4
- CODEN
- ECMTA7
- ISSN
- 0012-9682
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Wiley-Blackwell, Oxford
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Author keyword
- Model confidence set forecasting model selection multiple comparisons
- Keyword (fr)
- Comparaison multiple Comparaison par paire Econométrie Ensemble confiance Estimation non paramétrique Estimation statistique Intervalle confiance Méthode statistique Processus stochastique Régression statistique Sélection modèle Théorie filtrage Théorie prédiction Théorie prévision 62F25 62G15 62J15 62Jxx 62M20 Estimation paramétrique Méthode sélection
- Keyword (en)
- Multiple comparison Paired comparison Econometrics Confidence set Non parametric estimation Statistical estimation Confidence interval Statistical method Stochastic process Statistical regression Model selection Filtering theory Prediction theory Forecasting theory Selection method
- Keyword (es)
- Comparación múltiple Comparación por pares Econometría Conjunto confianza Estimación no paramétrica Estimación estadística Intervalo confianza Método estadístico Proceso estocástico Regresión estadística Selección modelo
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02H Nonparametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications / 001A02H02N2 Insurance, economics, finance
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 23985852
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.3982/ECTA5771 
https://dx.doi.org/10.3982/ECTA5771
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