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...

Mô tả đầy đủ

Chi tiết về thư mục
Những tác giả chính: Hendry, D, Johansen, S
Định dạng: Working paper
Ngôn ngữ:English
Được phát hành: Department of Economics (University of Oxford) 2012
Search Result 1

Model discovery and Trygve Haavelmo's legacy Bằng Hendry, DF, Johansen, S

Được phát hành 2014
Journal article
Search Result 2

Model discovery and Trygve Haavelmo's legacy Bằng Hendry, D, Johansen, S

Được phát hành 2012
Working paper