AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT

DOI10.1017/S0266466605050061zbMath1101.62119MaRDI QIDQ5697625

Paolo Paruolo

Publication date: 18 October 2005

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

model selectionhypothesis testingmultiple comparisons

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Theory of languages and software systems (knowledge-based systems, expert systems, etc.) for artificial intelligence (68T35)

Related Items (1)

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

Cites Work

• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Hotelling's theorem on the volume of tubes: Some illustrations in simultaneous inference and data analysis
• Option prices under Bayesian learning: implied volatility dynamics and predictive densities
• Empirical model particularities and belief in the natural rate hypothesis
• Comments on testing economic theories and the use of model selection criteria
• Econometric Model Determination

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