Journal article
The properties of automatic GETS modelling
- Abstract:
-
After reviewing the simulation performance of general-to-specific automatic regression-model selection, as embodied in PcGets, we show how model selection can be non-distortionary: approximately unbiased ‘selection estimates’ are derived, with reported standard errors close to the sampling standard deviations of the estimated DGP parameters, and a near-unbiased goodness-of-fit measure. The handling of theory-based restrictions, non-stationarity and problems posed by collinear data are conside...
Expand abstract
- Publication status:
- Published
- Peer review status:
- Peer reviewed
Actions
Access Document
- Publisher copy:
- 10.1111/j.0013-0133.2005.00979.x
Why is the content I wish to access not available via ORA?
Bibliographic data (the information relating to research outputs) and full-text items (e.g. articles, theses, reports, etc.) arrive in ORA from several different sources. Unfortunately we are not able to make available the full-text for every research output.
Please contact the ORA team (
) if you have queries regarding unavailable content OR if you are aware of a full-text copy we can make available.
) if you have queries regarding unavailable content OR if you are aware of a full-text copy we can make available.
Content may be unavailable for the following four reasons
-
Version unsuitable
-
We have not obtained a suitable full-text for a given research output. See this page for more information.
-
Recently completed
-
Sometimes content is held in ORA but is unavailable for a fixed period of time to comply with the policies and wishes of rights holders.
-
Permissions
-
All content made available in ORA should comply with relevant rights, such as copyright. See this page for more information.
-
Clearance
-
Some thesis volumes scanned as part of the digitisation scheme funded by Dr Leonard Polonsky are currently unavailable due to sensitive material or uncleared third-party copyright content. We are attempting to contact authors whose theses are affected.
Alternative access to the full-text
You may be able to access the full-text directly from the publisher's website using the 'Publisher Copy' link in the 'Links & Downloads' box from a research output's ORA record page. This method may require an institutional or individual subscription to the journal/resource.
Bibliographic Details
- Publisher:
- Blackwell Publishing Publisher's website
- Journal:
- Economic Journal Journal website
- Volume:
- 115
- Issue:
- 502
- Pages:
- C32-C61
- Publication date:
- 2005-03-01
- DOI:
- ISSN:
-
0013-0133
Item Description
- Language:
- English
- Keywords:
- Subjects:
- UUID:
-
uuid:4a6af571-5e0d-4046-ab82-953b37695b05
- Local pid:
- ora:1931
- Deposit date:
- 2008-05-13
Related Items
Terms of use
- Copyright holder:
- Royal Economic Society
- Copyright date:
- 2005
- Notes:
- The full-text of this article is not available in ORA at this time. Citation: Hendry, D. F. & Krolzig, H-M. (2005). 'The properties of automatic GETS modelling', The Economic Journal, 115(502), C32-C61. [The definitive version is available at www.blackwell-synergy.com].
If you are the owner of this record, you can report an update to it here: Report update to this record