General-to-specific modelling using PcGets

Journal of Economic Surveys

Volumn 17, Issue 4, 2003, Pages 609-628

  Owen, P Dorian ^a  

^a UNIVERSITY OF OTAGO   (New Zealand)

Author keywords

Econometric modelling; Econometric software; General to specific modelling; GiveWin; Model selection; PcGets

Indexed keywords

ECONOMETRICS; METHODOLOGY; MODELING; TIME SERIES ANALYSIS;

EID: 0041386275     PISSN: 09500804     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-6419.00206     Document Type: Article

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