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Automatic Procedure of Building Congruent Dynamic Model in Gretl

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  • Marcin Blazejowski
  • Pawel Kufel
  • Tadeusz Kufel

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File URL: http://www.gretlconference.org/proceedings/book2009-05.pdf
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This chapter was published in:

  • Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), 2009. "Econometrics with gretl. Proceedings of the gretl Conference 2009," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, edition 1, number 01, November.
    This item is provided by Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales in its series EHUCHAPS with number 01-05.

    Handle: RePEc:ehu:ehucha:01-05

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    Postal: Dpto. de Economía Aplicada III (Econometría y Estadística), Facultad de CC. Económicas y Empresariales, Universidad del País Vasco, Avda. Lehendakari Aguirre 83, 48015 Bilbao, Spain
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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. David Hendry & Hans-Martin Krolzig, 2000. "Computer Automation of General-to-Specific Model Selection Procedures," Economics Series Working Papers 3, University of Oxford, Department of Economics.
    2. Granger, Clive W.J. & Hendry, David F., 2005. "A Dialogue Concerning A New Instrument For Econometric Modeling," Econometric Theory, Cambridge University Press, vol. 21(01), pages 278-297, February.
    3. Hans-Martin Krolzig, 2000. "Computer Automation of General-to-Specific Model Selection Procedures," Econometric Society World Congress 2000 Contributed Papers 0411, Econometric Society.
    4. Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert L. White, 2003. "A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Econometrics Working Papers Archive wp2003_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    5. Perez-Amaral, Teodosio & Gallo, Giampiero M. & White, Halbert, 2005. "A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets," Econometric Theory, Cambridge University Press, vol. 21(01), pages 262-277, February.
    6. Mariola Pilatowska, 2008. "The Econometric Models Satisfying the Congruence Postulate – an Overview," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 53-60.
    7. Mariola Pilatowska, 2004. "Realization of the Congruence Postulate as a Method of Avoiding the Effects of a Spurious Relationship," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 117-126.
    8. Tadeusz Kufel, 2004. "General-to-Specific Modelling vs. Congruent Modelling in PcGets," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 83-92.
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