[Gretl-users] Variable selection

[Periklis Gogas]

Hello all,

Are there any variable selection methodologies included in Gretl?
Something like STEPLS, Combinatorial, etc?

Thank you,

PG

*Periklis Gogas
<http://www.econ.duth.gr/personel/dep/gkogkas/index.en.shtml>*
Associate Professor
of Economic Analysis and International Economics
Department of Economics, Democritus University of Thrace

Associate Editor - Journal of Economic Asymmetries
<https://www.journals.elsevier.com/the-journal-of-economic-asymmetries/>
Euro Area Business Cycle Network - Fellow
<http://www.eabcn.org/person/periklis-gogas>
The Rimini Centre for Economic Analysis - Fellow
<http://www.rcfea.org/component/option,com_frontpage/Itemid,1/>
The Society for Economic Measurement - Member
<http://sem.society.cmu.edu/home.html>
Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow
<http://icemr.ru/institute-for-nonlinear-dynamical-inference/>

Σύγχρονοι Ελληνικοί Μύθοι
<http://www.public.gr/product/syghronoi-ellinikoi-mythoi/prod9040056pp/?source=recommendations_fbt_1>
- το νέο μου βιβλίο

Hello all,

Are there any variable selection methodologies included in Gretl?

Something like STEPLS, Combinatorial, etc?

Thank you,

PG

Periklis Gogas
Associate Professor
of Economic Analysis and International Economics
Department of Economics, Democritus University of Thrace

Associate Editor - Journal of Economic Asymmetries 
Euro Area Business Cycle Network - Fellow
The Rimini Centre for Economic Analysis - Fellow
The Society for Economic Measurement - Member
Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow

Σύγχρονοι Ελληνικοί Μύθοι - το νέο μου βιβλίο