TY  - THES
AU  - Marinucci, Massimiliano
A3  - Pérez Amaral, Teodosio
A3  - White, Halbert
PY  - 2009
SN  - 978-84-692-0086-5
UR  - https://hdl.handle.net/20.500.14352/48498
AB  - This dissertation is about Automatic Model building and Prediction procedures that are useful to approximate and forecast the expected conditional mean of a stationary target variable. We review the theoretical foundations of model selection and...
LA  - spa
PB  - Universidad Complutense de Madrid, Servicio de Publicaciones
KW  - Econometría
TI  - Automatic prediction and model selection
M3  - doctoral thesis
ER  -