A dialogue concerning a new instrument for econometric modeling
This paper presents a set of questions prepared by Clive Granger with responses by David Hendry on the use of PcGets (see Hendry and Krolzig, 2001) in data modeling and as a new research tool. PcGets is an Ox package (see Doornik, 2001) implementing automatic general-to-specific (Gets) modeling for...
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| Format: | Journal article |
| Language: | English |
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Cambridge University Press
2005
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