Empirical model discovery and theory evaluation : automatic selection methods in econometrics (Book, 2014) [WorldCat.org]
skip to content
Empirical model discovery and theory evaluation : automatic selection methods in econometrics
Checking...

Empirical model discovery and theory evaluation : automatic selection methods in econometrics

Author: David F Hendry; Jurgen A Doornik
Publisher: Cambridge, MA : MIT Press, 2014
Series: Arne Ryde memorial lectures
Edition/Format:   Print book : EnglishView all editions and formats
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Document Type: Book
All Authors / Contributors: David F Hendry; Jurgen A Doornik
ISBN: 9780262028356 0262028352
OCLC Number: 900400916
Description: pages cm
Contents: About the arne ryde foundation --
Preface --
Acknowledgments --
Glossary --
Data and software --
Principles of model selection --
Introduction --
Discovery --
Background to automatic model selection --
Empirical modeling illustrated --
Evaluating model selection --
The theory of reduction --
General-to-specific modeling --
Model selection theory and performance --
Selecting a model in one decision --
The 2-variable dgp --
Bias correcting selection effects --
Comparisons of 1-cut selection with autometrics --
Impact of diagnostic tests --
Role of encompassing --
Retaining a theory model during selection --
Detecting outliers and breaks using iis --
Re-modeling uk real consumers' expenditure --
Comparisons of autometrics with other approaches --
Model selection in underspecied settings --
Extensions of automatic model selection --
More variables than observations --
Impulse-indicator saturation for multiple breaks --
Selecting non-linear models --
Testing super exogeneity --
Selecting forecasting models --
Epilogue --
References --
Author index --
Index
Series Title: Arne Ryde memorial lectures
Responsibility: David F. Hendry and Jurgen A. Doornik

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.