New Developments in Automatic General-to-Specific Modeling.

We consider the analytic basis for PcGets, an Ox Package implementing automatic generalto- specific (Gets) modelling for linear, dynamic, regression models. PcGets mimics the theory of reduction – whereby empirical models arise – by commencing from a general congruent specification, which is then si...

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Bibliographic Details
Main Authors: Hendry, D, Krolzig, H
Format: Book section
Language:English
Published: Princeton University Press 2003