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...
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| Fformat: | Working paper |
| Cyhoeddwyd: |
University of Oxford
2000
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