Model Selection via Genetic Algorithms

  title={Model Selection via Genetic Algorithms},
  author={Eduardo Acosta-Gonz{\'a}lez},
  • Eduardo Acosta-González
  • Published 2004
We provide a new simple procedure for selecting econometric models. It is based on a heuristic approach called genetic algorithms which are used to explore the universe of models made available by a general unrestricted model. This search process of the correct model is only guided by the Schwarz information criterion, which acts as the lost function of the… CONTINUE READING