Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez

Journal of Economic Methodology

Volumn 7, Issue 2, 2000, Pages 211-216

  Pagan, Adrian R ^a   Veall, Michael R ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b MCMASTER UNIVERSITY   (Canada)

Author keywords

Data Mining; General To Specific; Robustness; Sensitivity Analysis

Indexed keywords

EID: 36448995959     PISSN: 1350178X     EISSN: 14699427     Source Type: Journal    
DOI: 10.1080/13501780050045092     Document Type: Article

References (2)

1. Veall, Michael R. (1992) 'Bootstrapping the process of model selection: an econometric example', Journal of Applied Econometrics 7: 93-9.
2. White, Halbert (1997) 'A reality check for data snooping', mimeograph, University of California at San Diego.