Regression and Time Series Model Selection

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Regression and Time Series Model Selection (Hardcover)by Allan D. R. McQuarrie
  
Allan D. R. McQuarrie (Author)
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(Author), Chih-Ling Tsai (Author) "A question perhaps as old as modeling is "Which variables are important?..." (more)
Key Phrases: strong penalty functions, overfit excessively, overfitting properties, Monte Carlo, Central Case, Selected Derivations
本文来自: 人大经济论坛 详细出处参考：http://www.pinggu.org/bbs/viewthread.php?tid=577199&page=1&from^^uid=1922776

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关键词：Time Series regression regressio Selection Election time regression Series model Selection

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