Computer Automation of General-to-Specific Model Selection Procedures.

Disputes about econometric methodology partly reflect a lack of evidence on alternative approaches. We reconsider econometric model selection from a computer-automation perspective, focusing on general-to-specific reductions, embodied in PcGets. Starting from a general congruent model, standard test...

Повний опис

Бібліографічні деталі
Автори: Krolzig, H, Hendry, D
Формат: Journal article
Мова:English
Опубліковано: Elsevier 2001