Modelbuilder -- an automated general-to-specific modelling tool

DOI10.1007/978-3-642-57489-4_71MaRDI QIDQ3298729zbMATH OpenOpenAlexFDO

Authors Michal Kurcewicz

Publication date 15 July 2020

Published in Compstat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57489-4_71

zbMATH Keywords

general-to-specific modellingmoney demand

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to economics (62P20)

Recommendations

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Cites work

• Computer automation of general-to-specific model selection procedures
• Discussion of ‘Data mining reconsidered’
• Estimating the dimension of a model
• scientific article; zbMATH DE number 53686 (Why is no real title available?)
• Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez
• On the interactions of unit roots and exogeneity
• Testing for unit roots in autoregressive-moving average models of unknown order

Cited in

(2)

• General-to-specific or specific-to-general modelling? An opinion on current econometric terminology
• Modelbuilder

Describes a project that uses

Uses Software

• LAPACK
• R
• OCaml
• GSL

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