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General-to-Specific Modelling Using PcGets

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  • P. Dorian Owen

Abstract

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. Copyright Blackwell Publishing Ltd, 2003.

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Bibliographic Info

Article provided by Wiley Blackwell in its journal Journal of Economic Surveys.

Volume (Year): 17 (2003)
Issue (Month): 4 (09)
Pages: 609-628

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Handle: RePEc:bla:jecsur:v:17:y:2003:i:4:p:609-628

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Cited by:
  1. Hassan, Gazi & Hisham, Al refai, 2010. "Can Macroeconomic Factors Explain Equity Returns in the Long Run? The Case of Jordan," MPRA Paper 22713, University Library of Munich, Germany.
  2. David Hendry & Hans-Martin Krolzig, 2003. "The Properties of Automatic Gets Modelling," Economics Series Working Papers 2003-W14, University of Oxford, Department of Economics.
  3. John Knight & Sai Ding, 2008. "Why has China Grown so Fast? The Role of Structural Change," Economics Series Working Papers 415, University of Oxford, Department of Economics.
  4. Sai Ding & John Knight, 2008. "Why has China Grown So Fast? The Role of Physical and Human Capital Formation," Economics Series Working Papers 414, University of Oxford, Department of Economics.
  5. Ratna, Nazmun N. & Quentin Grafton, R. & Kompas, Tom, 2009. "Is diversity bad for economic growth?: Evidence from state-level data in the US," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, Elsevier, vol. 38(6), pages 859-870, December.
  6. Evan Osborne, 2008. "Rivalries," Working Papers, International Association of Sports Economists;North American Association of Sports Economists 0808, International Association of Sports Economists;North American Association of Sports Economists.
  7. Thi Bich Tran & R. Quentin Grafton & Tom Kompas, 2008. "Institutions Matter : The Case of Vietnam," Development Economics Working Papers 21938, East Asian Bureau of Economic Research.
  8. Peter C.B. Phillips, 2003. "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1397, Cowles Foundation for Research in Economics, Yale University.
  9. Philip Liu, 2004. "Improving implementation of inflation targeting in New Zealand: an investigation of the Reserve Bank's inflation errors," Reserve Bank of New Zealand Discussion Paper Series DP 2004/06, Reserve Bank of New Zealand.
  10. Qin, Duo, 2008. "Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(7), pages 1-26.
  11. Rupa Duttagupta & Yan Sun, 2008. "Price Dynamics in the Eastern Caribbean," IMF Working Papers 08/90, International Monetary Fund.

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