Book section
New Developments in Automatic General-to-Specific Modeling.
- Abstract:
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We consider the analytic basis for PcGets, an Ox Package implementing automatic generalto- specific (Gets) modelling for linear, dynamic, regression models. PcGets mimics the theory of reduction – whereby empirical models arise – by commencing from a general congruent specification, which is then simplified to a minimal representation consistent with the desired selection criteria and the data evidence. We discuss the properties of PcGets, since results to date suggest that model selection ca...
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Authors
Bibliographic Details
- Publisher:
- Princeton University Press
- Pages:
- 379 - 419
- Host title:
- Econometrics and the philosophy of economics: Theory-data confrontations in economics
- Place of publication:
- Princeton and Oxford
- Publication date:
- 2003-01-01
- ISBN:
- 0-691-11300-9
Item Description
- Language:
- English
- UUID:
-
uuid:5c841365-ef71-4ddf-a13d-37ca6392593b
- Local pid:
- oai:economics.ouls.ox.ac.uk:9640
- Deposit date:
- 2011-08-16
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- Copyright date:
- 2003
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