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Automatic Procedure of Building Congruent Dynamic Model in Gretl

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Author Info
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: Marcin Blazejowski & Pawel Kufel & Tadeusz Kufel , , chapter 05, pages 75-89, .

This item is provided by Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) 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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This chapter was published in the following book, which is listed on IDEAS:
Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), 2009. "Econometrics with gretl. Proceedings of the gretl Conference 2009," EHUBOOKS, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), edition 1, number 01, October. [Downloadable!]
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References listed on IDEAS
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  1. 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. [Downloadable!]
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  2. Krolzig, Hans-Martin & Hendry, David F., 2001. "Computer automation of general-to-specific model selection procedures," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 831-866, June. [Downloadable!] (restricted)
    Other versions:
  3. Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert White, 2003. "A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 821-838, December. [Downloadable!] (restricted)
    Other versions:
  4. 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. [Downloadable!]
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