Empirical model discovery and theory evaluation automatic selection methods in econometrics David F. Hendry y Jurgen A. Doornik

Por: Colaborador(es): Idioma: Inglés Series Arne Ryde memorial lecturesDetalles de publicación: Londres (Inglaterra) The MITPress 2014Descripción: xxviii, 358 Páginas ilustraciones, gráficas y tablasISBN:
  • 0262028352
  • 9780262028356
Tema(s):
Contenidos:
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.
Valoración
    Valoración media: 0.0 (0 votos)
Existencias
Imagen de cubierta Tipo de ítem Biblioteca actual Biblioteca de origen Colección Ubicación en estantería Signatura topográfica Materiales especificados Info Vol URL Copia número Estado Notas Fecha de vencimiento Código de barras Reserva de ítems Prioridad de la cola de reserva de ejemplar Reservas para cursos
Libro Claustro Mezanine Libro 330.015195 H498em (Navegar estantería(Abre debajo)) Ej.1 Disponible 100148225
Total de reservas: 0

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.

Compartir