Automated inference and the future of econometrics: A comment

被引：1

作者：

Paruolo, P ^{[1
]}

机构：

[1] Univ Insubria, Dipartimento Econ, I-21100 Varese, Italy

来源：

ECONOMETRIC THEORY | 2005年 / 21卷 / 01期

关键词：

D O I：

10.1017/S0266466605050061

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This note discusses the (dis-)similarities between automated inference and computer-aided decisions, at the interface of econometrics and economics. It is argued that computer-aided decisions are best suited for scientific communication. For the future, the topic of learning is singled out as one of the most promising areas of integration of econometric techniques and economics.

引用

页码：78 / 84

页数：7

共 13 条

[1]

Frisch R., 1933, ECONOMETRICA, V1, P1

[2]

GRANGER CWJ, 1995, J ECONOMETRICS, V67, P183

[3] Option prices under Bayesian learning: implied volatility dynamics and predictive densities [J].