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Achievements and Challenges in Econometric Methodology.

Abstract:
Disputes about econometric methodology have abounded in econometrics, yet their attempted resolution has attracted only a small proportion of research effort. Recently, computer-automated general-to-specific reductions have been shown to perform well in Monte Carlo experiments, recovering the DGP specification from a much larger general model with size and power close to commencing from the DGP itself. Thus, future developments appear promising, with many ideas awaiting implementation and both theoretical and simulation evaluation.

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Journal:
Journal of Econometrics More from this journal
Volume:
100
Publication date:
2001-01-01
ISSN:
0304-4076
Language:
English
UUID:
uuid:6171828f-66da-49dc-9e83-0008b8f29988
Local pid:
oai:economics.ouls.ox.ac.uk:10911
Deposit date:
2011-08-16

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