General-to-Specific Modelling Using PcGets
AbstractThis 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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Volume (Year): 17 (2003)
Issue (Month): 4 (09)
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