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

DOI10.1007/978-3-642-57489-4_71zbMATH Open1444.62017OpenAlexW1578605559MaRDI QIDQ3298729FDOQ3298729

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

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zbMATH Keywords

money demandgeneral-to-specific modelling

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Estimating the dimension of a model
• Testing for unit roots in autoregressive-moving average models of unknown order
• Computer automation of general-to-specific model selection procedures
• On the interactions of unit roots and exogeneity
• Discussion of ‘Data mining reconsidered’
• Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez

Cited In (2)

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

Uses Software

• LAPACK
• R
• GSL
• OCaml

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