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Regional Science and Urban Economics
Volumn 36, Issue 2, 2006, Pages 309-312
A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology"
Author keywords

Hendry methodology; Model selection; Monte Carlo methods; Specification strategy
Indexed keywords

EID: 33645045851     PISSN: 01660462     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.regsciurbeco.2005.10.001     Document Type: Note
Times cited : (20)
References (15)
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    • T.W. Anderson The choice of the degree of a polynomial regression as a multiple-decision problem Annals of Mathematical Statistics 33 1962 255-265
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    • Anderson, T.W.1
  • 3
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    • Conflict among the criteria revisited: The W, LR and LM tests
    • G.B. Aneuryn-Evans N.E. Savin Conflict among the criteria revisited: The W, LR and LM tests Econometrica 50 1982 737-748
    • (1982) Econometrica , vol.50 , pp. 737-748
    • Aneuryn-Evans, G.B.1    Savin, N.E.2
  • 5
    • 0009659131 scopus 로고    scopus 로고
    • Distributions of error correction tests for cointegration
    • N.R. Ericsson J.G. MacKinnon Distributions of error correction tests for cointegration Econometrics Journal 5 2002 285-318
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    • Ericsson, N.R.1    MacKinnon, J.G.2
  • 6
    • 0012092887 scopus 로고    scopus 로고
    • Specification searches in spatial econometrics: The relevance of Hendry's methodology
    • R.J.G.M. Florax H. Folmer S.J. Rey Specification searches in spatial econometrics: The relevance of Hendry's methodology Regional Science and Urban Economics 33 2003 557-579
    • (2003) Regional Science and Urban Economics , vol.33 , pp. 557-579
    • Florax, R.J.G.M.1    Folmer, H.2    Rey, S.J.3
  • 7
    • 70350165204 scopus 로고
    • Monte Carlo experimentation in econometrics
    • Ch. 16 Z. Griliches M.D. Intriligator North-Holland Amsterdam
    • D.F. Hendry Monte Carlo experimentation in econometrics Z. Griliches M.D. Intriligator Handbook of Econometrics vol. 2 1984 North-Holland Amsterdam 937-976
    • (1984) Handbook of Econometrics , vol.2 , pp. 937-976
    • Hendry, D.F.1
  • 8
    • 0005122580 scopus 로고    scopus 로고
    • Improving on "Data mining reconsidered" by K.D. Hoover and S.J. Perez
    • D.F. Hendry H.-M. Krolzig Improving on "Data mining reconsidered" by K.D. Hoover and S.J. Perez Econometrics Journal 2 1999 202-219
    • (1999) Econometrics Journal , vol.2 , pp. 202-219
    • Hendry, D.F.1    Krolzig, H.-M.2
  • 10
    • 11244288369 scopus 로고    scopus 로고
    • Automatic model selection: A new instrument for social science
    • D.F. Hendry H.M. Krolzig Automatic model selection: A new instrument for social science Electoral Studies 23 2004 525-544
    • (2004) Electoral Studies , vol.23 , pp. 525-544
    • Hendry, D.F.1    Krolzig, H.M.2
  • 12
    • 15044360997 scopus 로고    scopus 로고
    • The properties of automatic: Gets modelling
    • D.F. Hendry H.-M. Krolzig The properties of automatic Gets modelling Economic Journal 115 2005 C32-C61
    • (2005) Economic Journal , vol.115
    • Hendry, D.F.1    Krolzig, H.-M.2
  • 13
    • 0000077729 scopus 로고    scopus 로고
    • Data mining reconsidered: Encompassing and the general-to-specific approach to specification search
    • K.D. Hoover S.J. Perez Data mining reconsidered: Encompassing and the general-to-specific approach to specification search Econometrics Journal 2 1999 167-191
    • (1999) Econometrics Journal , vol.2 , pp. 167-191
    • Hoover, K.D.1    Perez, S.J.2
  • 15

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.