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:
Online Access:Click for online access

MARC

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100 1 |a Hendry, David F.,  |e author. 
245 1 0 |a Empirical model discovery and theory evaluation :  |b automatic selection methods in econometrics /  |c David F. Hendry and Jurgen A. Doornik. 
264 1 |a Cambridge, Massachusetts ;  |a London, England :  |b The MIT Press,  |c [2014] 
264 4 |c ©2014 
300 |a 1 online resource (xxviii, 358 pages) :  |b illustrations, tables, graphs, charts 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
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490 0 |a Arne Ryde Memorial Lectures Series 
500 |a "Arne Ryde Memorial Lectures Series." 
504 |a Includes bibliographical references (pages 317-341) and indexes. 
505 0 |a 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. 
588 0 |a Print version record. 
520 |a A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation. 
650 0 |a Econometrics  |x Computer programs. 
650 0 |a Econometrics  |x Methodology. 
650 7 |a BUSINESS & ECONOMICS  |x Economics  |x General.  |2 bisacsh 
650 7 |a BUSINESS & ECONOMICS  |x Reference.  |2 bisacsh 
650 7 |a BUSINESS & ECONOMICS  |x Econometrics.  |2 bisacsh 
650 7 |a Econometrics  |x Computer programs  |2 fast 
650 7 |a Econometrics  |x Methodology  |2 fast 
700 1 |a Doornik, Jurgen A.,  |e author. 
758 |i has work:  |a Empirical model discovery and theory evaluation (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCFBbVgc7rwB4RQCCcPDqry  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |a Hendry, David F.  |t Empirical model discovery and theory evaluation.  |d Cambridge, Massachusetts : MIT Press, [2014]  |z 9780262028356  |w (DLC) 2014012464  |w (OCoLC)878501859 
856 4 0 |u https://holycross.idm.oclc.org/login?auth=cas&url=https://doi.org/10.7551/mitpress/9780262028356.001.0001?locatt=mode:legacy  |y Click for online access 
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