ModelBuilder — an Automated General-to-specific Modelling Tool

DOI10.1007/978-3-642-57489-4_71zbMath1444.62017OpenAlexW1578605559MaRDI QIDQ3298729

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

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

Related Items

Modelbuilder

Uses Software

• LAPACK
• R
• GSL
• OCaml

Cites Work

• Unnamed Item
• Estimating the dimension of a model
• Testing for unit roots in autoregressive-moving average models of unknown order
• Discussion of ‘Data mining reconsidered’
• Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez
• On the interactions of unit roots and exogeneity
• Computer automation of general-to-specific model selection procedures