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

页码：609 / 628

页数：20

共 36 条

[21] Computer automation of general-to-specific model selection procedures [J].