عنوان

Empirical model discovery and theory evaluation :

(Number (ISBN

0262324415

(Number (ISBN

1306957869

(Number (ISBN

9780262324410

(Number (ISBN

9781306957861

Erroneous ISBN

0262028352

Erroneous ISBN

9780262028356

Title Proper

Empirical model discovery and theory evaluation :

General Material Designation

[Book]

Other Title Information

automatic selection methods in econometrics /

First Statement of Responsibility

David F. Hendry and Jurgen A. Doornik.

Place of Publication, Distribution, etc.

London, England :

Name of Publisher, Distributor, etc.

The MIT Press,

Date of Publication, Distribution, etc.

[2014]

Date of Publication, Distribution, etc.

©2014

Specific Material Designation and Extent of Item

1 online resource (xxviii, 358 pages) :

Other Physical Details

illustrations, tables, graphs, charts

Series Title

Arne Ryde Memorial Lectures Series

Text of Note

"Arne Ryde Memorial Lectures Series."

Text of Note

Includes bibliographical references (pages 317-341) and indexes.

Text of Note

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.

0

Text of Note

A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation.

Source for Acquisition/Subscription Address

MIT Press

Source for Acquisition/Subscription Address

JSTOR

Source for Acquisition/Subscription Address

MIT Press

Stock Number

10175

Stock Number

22573/ctt88r019

Stock Number

9780262324410

Title

Empirical model discovery and theory evaluation.

International Standard Book Number

9780262028356

Econometrics-- Computer programs.

Econometrics-- Methodology.

BUSINESS & ECONOMICS-- Econometrics.

BUSINESS & ECONOMICS-- Economics-- General.

BUSINESS & ECONOMICS-- Reference.

Econometrics-- Computer programs.

Econometrics-- Methodology.

BUS-- 055000

BUS-- 069000

BUS021000

Number

Edition

Class number

Book number

Hendry, David F.

Doornik, Jurgen A.

Date of Transaction

20200822104559.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y