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Computer Automation of General-to-Specific Model Selection Procedures

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Author Info
Hans-Martin Krolzig () (University of Oxford)
David Hendry () (Nuffield College, Oxford)

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Abstract

Over the last three decades, the LSE methodology (see Hendry, 1993, for an overview) has emerged as a leading approach for pursuing econometrics. One of its main tenets is the concept of general-to-specific modelling: Starting from a general dynamic statistical model, which captures the essential characteristics of the underlying data set, standard testing procedures are used to reduce its complexity by eliminating statistically insignificant variables and to check the validity of the reductions in order to ensure the congruency of the model. As the reduction process is inherently iterative, many reduction paths can be considered, which may lead to different terminal specifications. Encompassing is then used to test between these, usually non-nested, specifications, and only models which survive the encompassing step are kept for further consideration. If more than one model survives the "testimation" process, it becomes the new general model, and the specification process is re-applied to it. This paper proposes a computer automation of the general-to-specific model-selection process, which we call PcGets (GEneral-To-Specific). Written in Ox (see Doornik, 1998), it is a package designed for general-to-specific modelling of economic processes. In Monte Carlo experiments, the general-to-specific approach of PcGets recovers the specification of the DGP with a remarkable accuracy. The empirical size and power of the specification found by PcGets are investigated and found to be as one would expect if the DGP were known.

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Publisher Info
Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 1999 with number 314.

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Date of creation: 01 Mar 1999
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Handle: RePEc:sce:scecf9:314

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References listed on IDEAS
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. David F. Hendry & Neil R. Ericsson, 1990. "Modeling the demand for narrow money in the United Kingdom and the United States," International Finance Discussion Papers 383, Board of Governors of the Federal Reserve System (U.S.).
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  2. Nicholls, D F & Pagan, A R, 1983. "Heteroscedasticity in Models with Lagged Dependent Variables," Econometrica, Econometric Society, vol. 51(4), pages 1233-42, July. [Downloadable!] (restricted)
  3. Kevin D. Hoover & Stephen J. Perez, 1999. "Data mining reconsidered: encompassing and the general-to-specific approach to specification search," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 167-191.
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  4. Lovell, Michael C, 1983. "Data Mining," The Review of Economics and Statistics, MIT Press, vol. 65(1), pages 1-12, February. [Downloadable!] (restricted)
  5. Hendry, David F, 1980. "Econometrics-Alchemy or Science?," Economica, London School of Economics and Political Science, vol. 47(188), pages 387-406, November. [Downloadable!] (restricted)
  6. Godfrey, Leslie G, 1978. "Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1303-10, November. [Downloadable!] (restricted)
  7. David F. Hendry & Neil R. Ericsson, 1989. "An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers 355, Board of Governors of the Federal Reserve System (U.S.).
  8. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May. [Downloadable!] (restricted)
  9. Sims, Christopher A & Stock, James H & Watson, Mark W, 1990. "Inference in Linear Time Series Models with Some Unit Roots," Econometrica, Econometric Society, vol. 58(1), pages 113-44, January. [Downloadable!] (restricted)
  10. Davidson, James E H, et al, 1978. "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, vol. 88(352), pages 661-92, December. [Downloadable!] (restricted)
  11. Sawa, Takamitsu, 1978. "Information Criteria for Discriminating among Alternative Regression Models," Econometrica, Econometric Society, vol. 46(6), pages 1273-91, November. [Downloadable!] (restricted)
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