Journal article

Automatic Econometric Model Selection using PcGets.

Abstract:: In December 2005, VSAE of the University of Amsterdam visited the University of Oxford for a morning of lectures on econometric modelling. Perhaps expecting a standard textbook address, we hope the students were pleasantly surprised to be given a fl avour of a pathbreaking piece of software designed to select econometric models: PcGets. It is a delight to write an article summarising the lecture, and hopefully tempting more students to test out PcGets – in my view you cannot fail to be impressed by the results the program delivers.

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APA Style

Castle, J. (2006). Automatic Econometric Model Selection using PcGets. AENORM, 52, 43–46.

MLA Style

Castle, J. “Automatic Econometric Model Selection Using PcGets.” AENORM, vol. 52, VSAE Kraket, 2006, pp. 43–46.

Chicago Style

Castle, J. 2006. “Automatic Econometric Model Selection Using PcGets.” AENORM 52: 43–46.
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Files:: 52-castle.pdf

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Authors

+ Castle, J More by this author

Role:: Author

Publisher:: VSAE Kraket
Journal:: AENORM More from this journal
Volume:: 52
Pages:: 43 - 46
Publication date:: 2006-01-01

Language:: English
UUID:: uuid:53533d7e-676d-4ce1-9169-440e62003d96
Local pid:: oai:economics.ouls.ox.ac.uk:14913
Deposit date:: 2011-08-16

Terms of use

Copyright date:: 2006

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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