General-to-specific or specific-to-general modelling?: An opinion on current econometric terminology

被引：58

作者：

Luetkepohl, Helmut ^{[1
]}

机构：

[1] European Univ Inst, Dept Econ, I-50133 Florence, Italy

来源：

JOURNAL OF ECONOMETRICS | 2007年 / 136卷 / 01期

关键词：

cointegration; vector autoregressive process; dynamic modelling;

D O I：

10.1016/j.jeconom.2005.11.014

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

It is argued that what is the dominant approach to analyzing systems of cointegrated variables is not well described as general-to-specific (gets) modelling. The gets approach was developed during the last decades predominantly in a single equation framework. For multivariate modelling and especially cointegration analysis the leading approach is better classified as bottom-up or specific-to-general (spec) modelling. (c) 2006 Elsevier B.V. All rights reserved.

引用

页码：319 / 324

页数：6

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