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

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

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Bibliographic Details
Main Authors: Hendry, David F. (Author), Doornik, Jurgen A. (Author)
Format: eBook
Language:English
Published: Cambridge, Massachusetts ; London, England : The MIT Press, [2014]
Series:Arne Ryde Memorial Lectures Series
Subjects:
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