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|a HCDD
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|a Hendry, David F.,
|e author.
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|a Empirical model discovery and theory evaluation :
|b automatic selection methods in econometrics /
|c David F. Hendry and Jurgen A. Doornik.
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|a Cambridge, Massachusetts ;
|a London, England :
|b The MIT Press,
|c [2014]
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|c ©2014
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|a 1 online resource (xxviii, 358 pages) :
|b illustrations, tables, graphs, charts
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|a text
|b txt
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|a computer
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|a online resource
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|a Arne Ryde Memorial Lectures Series
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|a "Arne Ryde Memorial Lectures Series."
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|a Includes bibliographical references (pages 317-341) and indexes.
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|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.
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|a Print version record.
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|a A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation.
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|a Econometrics
|x Computer programs.
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|a Econometrics
|x Methodology.
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|a BUSINESS & ECONOMICS
|x Economics
|x General.
|2 bisacsh
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|a BUSINESS & ECONOMICS
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|a BUSINESS & ECONOMICS
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|a Econometrics
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|a Econometrics
|x Methodology
|2 fast
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|a Doornik, Jurgen A.,
|e author.
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|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
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0 |
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|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
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856 |
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|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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