TY  - BOOK
AU  - Hendry,David F
AU  - Doornik,Jurgen A
TI  - Empirical model discovery and theory evaluation: automatic selection methods in econometrics
T2  - Arne Ryde memorial lectures
SN  - 0262028352
PY  - 2014///
CY  - Londres (Inglaterra)
PB  - The MITPress
KW  - Econometría
KW  - Metodología
KW  - Programa para computador
KW  - Economía matemática
N1  - Incluye referencias bibliográficas e índices; 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
ER  -