Autometrics

zbMATH Open1376.62101MaRDI QIDQ4593680FDOQ4593680

Authors: Jurgen A. Doornik 

Publication date: 22 November 2017

Recommendations

• Evaluating automatic model selection
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• Sub-sample model selection procedures in general-to-specific modelling
• Review of PcGets 1 for Windows

zbMATH Keywords

autometricseconometricautomated GETS algorithsmmultiple path search

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Response surface designs (62K20)

Cited In (10)

• Forecasting by factors, by variables, by both or neither?
• Variable selection In regression models using global sensitivity analysis
• Discussion: The forward search: theory and data analysis
• The VIX, the variance premium and stock market volatility
• A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets
• Review of PcGets 1 for Windows
• Misspecification Testing: Non-Invariance of Expectations Models of Inflation
• Model selection in under-specified equations facing breaks
• Title not available (Why is that?)
• Model selection when there are multiple breaks

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