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Automatic Procedure of Building Congruent Dynamic Model in Gretl

In: Econometrics with gretl. Proceedings of the gretl Conference 2009

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  • Marcin Blazejowski
  • Pawel Kufel
  • Tadeusz Kufel

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Suggested Citation

  • Marcin Blazejowski & Pawel Kufel & Tadeusz Kufel, 2009. "Automatic Procedure of Building Congruent Dynamic Model in Gretl," EHUCHAPS, in: Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), Econometrics with gretl. Proceedings of the gretl Conference 2009, edition 1, chapter 5, pages 75-89, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
    • Handle: RePEc:ehu:ehucha:01-05
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    References listed on IDEAS

    as
    1. Tadeusz Kufel, 2004. "General-to-Specific Modelling vs. Congruent Modelling in PcGets," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 83-92.
    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.
    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.
    4. Mariola Pilatowska, 2008. "The Econometric Models Satisfying the Congruence Postulate – an Overview," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 53-60.
    5. 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.
    6. 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(1), pages 262-277, February.
    7. Granger, Clive W.J. & Hendry, David F., 2005. "A Dialogue Concerning A New Instrument For Econometric Modeling," Econometric Theory, Cambridge University Press, vol. 21(1), pages 278-297, February.
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