Foundational Issues in Statistical Modeling: Statistical Model Specification and Validation
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References listed on IDEAS
- Castle Jennifer L. & Doornik Jurgen A & Hendry David F., 2011. "Evaluating Automatic Model Selection," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-33, February.
- Hendry, David F., 1995. "Dynamic Econometrics," OUP Catalogue, Oxford University Press, number 9780198283164.
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- Carbajal De Nova, Carolina, 2014. "Synthetic data: an endogeneity simulation," MPRA Paper 79067, University Library of Munich, Germany, revised 10 May 2017.
- Gunnar BÃ¥rdsen & Luca Fanelli, 2015. "Frequentist Evaluation of Small DSGE Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 307-322, July.
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Keywordserror statistics; model validation; model selection; statistical adequacy; substantive adequacy; statistical information; reliability of inference; pre-eminence of theory; general to specific;
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