automatic selection methods in econometrics Hendry, David F creator Doornik, Jurgen A text enk Londres (Inglaterra) The MITPress 2014 monographic eng xxviii, 358 Páginas ilustraciones, gráficas y tablas 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. specialized David F. Hendry y Jurgen A. Doornik Incluye referencias bibliográficas e índices Econometría Metodología Econometría Programa para computador Economía matemática 0262028352 9780262028356 2014012464 Co-BoUCM 151112 20240429091909.0 eng spa