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General-to-Specific Modelling Using PcGets (2003)

Owen, P. Dorian

Oxford, UK and Boston, USA : Blackwell Publishing Ltd

Journal of economic surveys 17 (2003), S. 0

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ISSN: 1467-6419

Source: Blackwell Publishing Journal Backfiles 1879-2005

Topics: Economics

Notes: Abstract. This review examines the facilities provided by PcGets version 1.0, an OxMetrics module designed to implement automated general-to-specific model selection in the context of cross-section or dynamic time-series models that are linear in the parameters. A cross-section empirical example is used to illustrate the steps involved, the output produced and the options available for modellers.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1111/1467-6419.00206

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