Model Discovery and Trygve Haavelmo's Legacy.

Model Discovery and Trygve Haavelmo's Legacy.

Taispeáin leaganacha eile (2)

Trygve Haavelmo’s Probability Approach aimed to implement economic theories, but he later recognized their incompleteness. Although he did not explicitly consider model selection, we apply it when theory-relevant variables, {xt}, are retained without selection while selecting other candidate variabl...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Hendry, D, Johansen, S
Formáid:	Working paper
Teanga:	English
Foilsithe / Cruthaithe:	Department of Economics (University of Oxford) 2012

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