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).
- Publication status:
- Published
- Peer review status:
- Peer reviewed
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(Version of record, bin, 212.0KB, Terms of use)
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- Publisher copy:
- 10.1017/S0266466605050164
Authors
- Publisher:
- Cambridge University Press
- Journal:
- Econometric Theory More from this journal
- Volume:
- 21
- Issue:
- 1
- Pages:
- 278-297
- Publication date:
- 2005-02-01
- Edition:
- Publisher's version
- DOI:
- EISSN:
-
1469-4360
- ISSN:
-
0266-4666
- Language:
-
English
- Keywords:
- Subjects:
- UUID:
-
uuid:f62825f0-3cc6-47ab-aff1-563a838bc733
- Local pid:
-
ora:1934
- Deposit date:
-
2008-05-13
- ARK identifier:
Terms of use
- Copyright holder:
- Cambridge University Press
- Copyright date:
- 2005
- Notes:
- Citation: Granger, C. W. J. & Hendry, D. F. (2005). 'A dialogue concerning a new instrument for econometric modeling', Econometric Theory, 21(1), 278-297. [Available at http://journals.cambridge.org/action/displayJournal?jid=ECT].
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