General-to-specific modelling using PcGets

被引：13
作者：
Owen, PD [1 ]
机构：
[1] Univ Otago, Dunedin, New Zealand
来源：
JOURNAL OF ECONOMIC SURVEYS | 2003年 / 17卷 / 04期
关键词：
econometric modelling; general-to-specific modelling; model selection; econometric software; PcGets; GiveWin;
D O I：
10.1111/1467-6419.00206
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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.
引用
收藏
页码：609 / 628
页数：20
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