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Econometric Theory
Volumn 21, Issue 1, 2005, Pages 78-84
Automated inference and the future of econometrics: A comment
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EID: 15744402887     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466605050061     Document Type: Article
Times cited : (3)
References (14)
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  • 2
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    • A dialogue concerning a new instrument for econometric modelling
    • this issue
    • Granger, C.W.J. & D.F. Hendry (2005) A dialogue concerning a new instrument for econometric modelling. Econometric Theory (this issue).
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    • Granger, C.W.J.1    Hendry, D.F.2
  • 3
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    • Comments on testing economic theories and the use of model selection criteria
    • Granger, C.W.J., M.L. King, & H. White (1995) Comments on testing economic theories and the use of model selection criteria. Journal of Econometrics 67, 183-187.
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  • 4
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    • Option prices and implied volatility dynamics under Bayesian learning
    • Guidolin, M. & A. Timmermann (2003) Option prices and implied volatility dynamics under Bayesian learning. Journal of Economic Dynamics and Control 27, 717-769.
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    • Guidolin, M.1    Timmermann, A.2
  • 6
    • 84981621724 scopus 로고
    • Determination of cointegration rank in the presence of a linear trend
    • Johansen, S. (1992) Determination of cointegration rank in the presence of a linear trend. Oxford Bulletin of Economics and Statistics 54, 383-397.
    • (1992) Oxford Bulletin of Economics and Statistics , vol.54 , pp. 383-397
    • Johansen, S.1
  • 7
    • 0001318038 scopus 로고
    • Hotelling's theorem on the volume of tubes: Some illustrations in simultaneous inference and data analysis
    • Johansen, S. & I.M. Johnstone (1990) Hotelling's theorem on the volume of tubes: Some illustrations in simultaneous inference and data analysis. Annals of Statistics 18, 652-684.
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  • 8
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  • 10
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    • Three ways to think about testing in econometrics
    • Mirowski, P. (1995) Three ways to think about testing in econometrics. Journal of Econometrics 67, 25-46.
    • (1995) Journal of Econometrics , vol.67 , pp. 25-46
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  • 11
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    • Econometric model determination
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  • 12
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    • Effects of model selection on inference
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  • 13
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    • On model selection
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    • Rao, C.R. & Y. Wu (2001) On model selection (with discussion). In P. Lahiri (ed.) Model Selection, IMS Lecture Notes, vol. 38. Institute of Mathematical Statistics.
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  • 14
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.