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    • Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates 

      Castle, J.L.; Qin, X.; Reed, W.R. (College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2011)
      This review surveys a number of common Model Selection Algorithms (MSAs), discusses how they relate to each other, and identifies factors that explain their relative performances. At the heart of MSA performance is the ...