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

money demandgeneral-to-specific modelling

Mathematics Subject Classification ID

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

Recommendations

• Computer automation of general-to-specific model selection procedures
• Model selection using information criteria and genetic algorithms
• Evaluating automatic model selection
• General-to-specific or specific-to-general modelling? An opinion on current econometric terminology
• Discussion of ‘Data mining reconsidered’

Cites work

• scientific article; zbMATH DE number 53686 (Why is no real title available?)
• Computer automation of general-to-specific model selection procedures
• Discussion of ‘Data mining reconsidered’
• Estimating the dimension of a model
• 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

• OCaml
• GSL
• R
• LAPACK

This page was built for publication: Modelbuilder -- an automated general-to-specific modelling tool

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3298729)