References
References
- Álvarez , A , Orfilia , A and Tintore , J . 2001 . Darwin–an evolutionary program for nonlinear modeling of chaotic time series . Computer Physics Communications , 16 : 334 – 49 .
- Álvarez-Díaz , M and Álvarez , A . 2003 . Forecasting exchange rate using genetic algorithms . Applied Economics Letters , 10 : 319 – 22 .
- Beenstock , M and Szpiro , G . 2002 . Specification search in nonlinear time-series models using the genetic algorithm . Journal of Economic Dynamics and Control , 26 : 811 – 35 .
- Dorsey , RE and Mayer , WJ . 1995 . Genetic algorithms for estimation problems with multiple optima, nondifferentiability, and other irregular features . Journal of Business and Economics Statistics , 13 : 53 – 66 .
- Enders W 1995 Applied Econometric Time Series, Wiley New York
- Engel , RF and Granger , CWJ . 1987 . Cointegration and error correction: representation, estimation and testing . Econometrica , 55 : 251 – 76 .
- Farley , AM and Jones , S . 1994 . Using genetic algorithm to determine an index of leading economic indicators . Computational Economics , 7 : 163 – 73 .
- Gujarati D 2003 Basic Econometrics, Mc-Graw-Hill Boston
- Koza JR 1992 Genetic Programming, MIT Press Cambridge MA
- Schmertmann , CP . 1996 . Functional search in economics using genetic programming . Computational Economics , 9 : 275 – 98 .
- Szpiro , GG . 1997 . A search for hidden relationships: data mining with genetic algorithms . Computational Economics , 10 : 267 – 77 .