Improving on 'Data Mining Reconsidered' by K. D. Hoover and S. J. Perez.
Kevin Hoover and Stephen Perez take important steps towards resolving some key issues in econometric methodology. They simulate general-to-specific selection for linear, dynamic regression models, and find that their algorithm performs well in re-mining the "Lovell database";. We discuss d...
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| Format: | Journal article |
| Language: | English |
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Blackwell Publishing
1999
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