Automatic Econometric Model Selection using PcGets.

In December 2005, VSAE of the University of Amsterdam visited the University of Oxford for a morning of lectures on econometric modelling. Perhaps expecting a standard textbook address, we hope the students were pleasantly surprised to be given a fl avour of a pathbreaking piece of software designed...

Full description

Bibliographic Details
Main Author: Castle, J
Format: Journal article
Language:English
Published: VSAE Kraket 2006