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Empirical model discovery and theory evaluation automatic selection methods in econometrics

David F Hendry author Jurgen A Doornik author

Cambridge, Massachusetts MIT Press 2014

Localização: FEA - Fac. Econ. Adm. Contab. e Atuária  ACERVO DELFIM NETTO  (C11.16.7 )(Acessar)

  • Título:
    Empirical model discovery and theory evaluation automatic selection methods in econometrics
  • Autor: David F Hendry author
  • Jurgen A Doornik author
  • Assuntos: Econometrics -- Computer programs; Econometrics -- Methodology; ECONOMETRIA; SOFTWARES; ECONOMETRIA (METODOLOGIA)
  • Notas: Includes bibliographical references and index
  • Descrição: 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
  • Títulos relacionados: Série:Arne Ryde memorial lectures
  • Editor: Cambridge, Massachusetts MIT Press
  • Data de criação/publicação: 2014
  • Formato: xxviii, 358 pages 24 cm.
  • Idioma: Inglês
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  • Realização: ABCD-USP USP   Logos de Redes Sociais: Freepik

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