Journal article
A Dialogue Concerning a New Instrument for Econometric Modeling.
- Abstract:
- This paper presents a set of questions prepared by Clive Granger with responses by David Hendry on the use of PcGets (see Hendry and Krolzig, 2001) in data modeling and as a new research tool. PcGets is an Ox package (see Doornik, 2001) implementing automatic general-to-specific (Gets) modeling for linear regression models based on the theory of reduction, as in Hendry (1995, Ch. 9).
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(Preview, pdf, 119.5KB, Terms of use)
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- Publisher copy:
- DOI: 10+10170S0266466605050164
Authors
- Journal:
- Econometric Theory More from this journal
- Volume:
- 21
- Pages:
- 278 - 297
- Publication date:
- 2005-01-01
- DOI:
- ISSN:
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0266-4666
- Language:
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English
- UUID:
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uuid:7b39952b-14cd-4ed5-9475-00cf67c5b616
- Local pid:
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oai:economics.ouls.ox.ac.uk:10417
- Deposit date:
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2011-08-16
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- Copyright date:
- 2005
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