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Automated Inference and the Future of Econometrics: A comment

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Author Info
Paruolo Paolo () (Department of Economics, University of Insubria, Italy)

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Abstract

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 scienti?c communication. For the future, the topic of learning is singled out as one of the most promising area of integration of econometric techniques and economics.

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File URL: http://eco.uninsubria.it/dipeco/Quaderni/files/QF2004_36.pdf
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Paper provided by Department of Economics, University of Insubria in its series Economics and Quantitative Methods with number qf04025.

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Length: 11 pages
Date of creation: Aug 2004
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Handle: RePEc:ins:quaeco:qf04025

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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.:
  1. P?tscher, B.M., 1991. "Effects of Model Selection on Inference," Econometric Theory, Cambridge University Press, vol. 7(02), pages 163-185, June. [Downloadable!]
  2. Phillips, Peter C B, 1996. "Econometric Model Determination," Econometrica, Econometric Society, vol. 64(4), pages 763-812, July. [Downloadable!] (restricted)
  3. Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-33, March. [Downloadable!] (restricted)
  4. Kim, Jinbang & De Marchi, Neil & Morgan, Mary S., 1995. "Empirical model particularities and belief in the natural rate hypothesis," Journal of Econometrics, Elsevier, vol. 67(1), pages 81-102, May. [Downloadable!] (restricted)
  5. Granger, Clive W. J. & King, Maxwell L. & White, Halbert, 1995. "Comments on testing economic theories and the use of model selection criteria," Journal of Econometrics, Elsevier, vol. 67(1), pages 173-187, May. [Downloadable!] (restricted)
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  6. Allan Timmerman & Massimo Guidolin, 2001. "Option prices and implied volatility dynamics under Bayesian learning," CeNDEF Workshop Papers, January 2001 P3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  7. Johansen, Soren, 1992. "Determination of Cointegration Rank in the Presence of a Linear Trend," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 383-97, August.
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(explanations, 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.)

  1. Meszaros, Sandor, 2008. "Theory testing (hypothesis testing) in agricultural economics," Studies in Agricultural Economics, Research Institute for Agricultural Economics, issue 107, March. [Downloadable!]
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