Model Discovery and Trygve Haavelmo's Legacy.

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...

詳細記述

書誌詳細
主要な著者: Hendry, D, Johansen, S
フォーマット: Working paper
言語:English
出版事項: Department of Economics (University of Oxford) 2012