Empirical model discovery and theory evaluation :: automatic selection methods in econometrics /
A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation.
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Massachusetts ; London, England :
The MIT Press,
[2014]
|
| Schriftenreihe: | Arne Ryde Memorial Lectures Series
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation. |
| Beschreibung: | "Arne Ryde Memorial Lectures Series." |
| Beschreibung: | 1 online resource (xxviii, 358 pages) : illustrations, tables, graphs, charts |
| Bibliographie: | Includes bibliographical references (pages 317-341) and indexes. |
| ISBN: | 9780262324410 0262324415 1306957869 9781306957861 |
Internformat
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | ZDB-4-EBA-ocn889301867 | ||
| 003 | OCoLC | ||
| 005 | 20240705115654.0 | ||
| 006 | m o d | ||
| 007 | cr mn||||||||| | ||
| 008 | 140721t20142014mauad ob 001 0 eng d | ||
| 040 | |a E7B |b eng |e rda |e pn |c E7B |d OCLCO |d OSU |d IDEBK |d YDXCP |d N$T |d NUI |d JSTOR |d OSU |d OCLCF |d CDX |d NAM |d EBLCP |d KSU |d VLB |d AGLDB |d MOR |d MERUC |d OCLCQ |d IOG |d UUM |d STF |d VTS |d INT |d AU@ |d OCLCQ |d MITPR |d TKN |d DKC |d OCLCQ |d M8D |d OCLCQ |d SFB |d OCLCQ |d MM9 |d AJS |d VT2 |d OCLCO |d OCLCQ |d OCLCO |d OCLCL | ||
| 019 | |a 883892202 |a 1058806580 |a 1112986826 |a 1286904415 | ||
| 020 | |a 9780262324410 |q (electronic bk.) | ||
| 020 | |a 0262324415 |q (electronic bk.) | ||
| 020 | |a 1306957869 |q (electronic bk.) | ||
| 020 | |a 9781306957861 |q (electronic bk.) | ||
| 020 | |z 9780262028356 |q (hardcover ; |q alk. paper) | ||
| 020 | |z 0262028352 |q (hardcover ; |q alk. paper) | ||
| 035 | |a (OCoLC)889301867 |z (OCoLC)883892202 |z (OCoLC)1058806580 |z (OCoLC)1112986826 |z (OCoLC)1286904415 | ||
| 037 | |a 22573/ctt88r019 |b JSTOR | ||
| 037 | |a 10175 |b MIT Press | ||
| 037 | |a 9780262324410 |b MIT Press | ||
| 050 | 4 | |a HB139 |b .H454 2014eb | |
| 072 | 7 | |a BUS |x 069000 |2 bisacsh | |
| 072 | 7 | |a BUS |x 055000 |2 bisacsh | |
| 072 | 7 | |a BUS021000 |2 bisacsh | |
| 082 | 7 | |a 330.01/5195 |2 23 | |
| 049 | |a MAIN | ||
| 100 | 1 | |a Hendry, David F., |e author. |0 http://id.loc.gov/authorities/names/n84023190 | |
| 245 | 1 | 0 | |a Empirical model discovery and theory evaluation : |b automatic selection methods in econometrics / |c David F. Hendry and Jurgen A. Doornik. |
| 264 | 1 | |a Cambridge, Massachusetts ; |a London, England : |b The MIT Press, |c [2014] | |
| 264 | 4 | |c ©2014 | |
| 300 | |a 1 online resource (xxviii, 358 pages) : |b illustrations, tables, graphs, charts | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 0 | |a Arne Ryde Memorial Lectures Series | |
| 500 | |a "Arne Ryde Memorial Lectures Series." | ||
| 504 | |a Includes bibliographical references (pages 317-341) and indexes. | ||
| 505 | 0 | |a About the arne ryde foundation -- Preface -- Acknowledgments -- Glossary -- Data and software -- Principles of model selection -- Introduction -- Discovery -- Background to automatic model selection -- Empirical modeling illustrated -- Evaluating model selection -- The theory of reduction -- General-to-specific modeling -- Model selection theory and performance -- Selecting a model in one decision -- The 2-variable dgp -- Bias correcting selection effects -- Comparisons of 1-cut selection with autometrics -- Impact of diagnostic tests -- Role of encompassing -- Retaining a theory model during selection -- Detecting outliers and breaks using iis -- Re-modeling uk real consumers' expenditure -- Comparisons of autometrics with other approaches -- Model selection in underspecied settings -- Extensions of automatic model selection -- More variables than observations -- Impulse-indicator saturation for multiple breaks -- Selecting non-linear models -- Testing super exogeneity -- Selecting forecasting models -- Epilogue -- References -- Author index -- Index. | |
| 588 | 0 | |a Print version record. | |
| 520 | |a A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation. | ||
| 650 | 0 | |a Econometrics |x Computer programs. |0 http://id.loc.gov/authorities/subjects/sh85040765 | |
| 650 | 0 | |a Econometrics |x Methodology. | |
| 650 | 6 | |a Économétrie |x Méthodologie. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Economics |x General. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Reference. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Econometrics. |2 bisacsh | |
| 650 | 7 | |a Econometrics |x Computer programs |2 fast | |
| 650 | 7 | |a Econometrics |x Methodology |2 fast | |
| 653 | |a ECONOMICS/General | ||
| 700 | 1 | |a Doornik, Jurgen A., |e author. |0 http://id.loc.gov/authorities/names/no97012136 | |
| 758 | |i has work: |a Empirical model discovery and theory evaluation (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFBbVgc7rwB4RQCCcPDqry |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Hendry, David F. |t Empirical model discovery and theory evaluation. |d Cambridge, Massachusetts : MIT Press, [2014] |z 9780262028356 |w (DLC) 2014012464 |w (OCoLC)878501859 |
| 856 | 1 | |l FWS01 |p ZDB-4-EBA |q FWS_PDA_EBA |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=815459 |3 Volltext | |
| 856 | 1 | |l CBO01 |p ZDB-4-EBA |q FWS_PDA_EBA |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=815459 |3 Volltext | |
| 938 | |a Coutts Information Services |b COUT |n 28648190 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL3339825 | ||
| 938 | |a ebrary |b EBRY |n ebr10891543 | ||
| 938 | |a EBSCOhost |b EBSC |n 815459 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n cis28648190 | ||
| 938 | |a YBP Library Services |b YANK |n 11933289 | ||
| 994 | |a 92 |b GEBAY | ||
| 912 | |a ZDB-4-EBA | ||
Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-4-EBA-ocn889301867 |
|---|---|
| _version_ | 1813903658914414592 |
| adam_text | |
| any_adam_object | |
| author | Hendry, David F. Doornik, Jurgen A. |
| author_GND | http://id.loc.gov/authorities/names/n84023190 http://id.loc.gov/authorities/names/no97012136 |
| author_facet | Hendry, David F. Doornik, Jurgen A. |
| author_role | aut aut |
| author_sort | Hendry, David F. |
| author_variant | d f h df dfh j a d ja jad |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | H - Social Science |
| callnumber-label | HB139 |
| callnumber-raw | HB139 .H454 2014eb |
| callnumber-search | HB139 .H454 2014eb |
| callnumber-sort | HB 3139 H454 42014EB |
| callnumber-subject | HB - Economic Theory and Demography |
| collection | ZDB-4-EBA |
| contents | About the arne ryde foundation -- Preface -- Acknowledgments -- Glossary -- Data and software -- Principles of model selection -- Introduction -- Discovery -- Background to automatic model selection -- Empirical modeling illustrated -- Evaluating model selection -- The theory of reduction -- General-to-specific modeling -- Model selection theory and performance -- Selecting a model in one decision -- The 2-variable dgp -- Bias correcting selection effects -- Comparisons of 1-cut selection with autometrics -- Impact of diagnostic tests -- Role of encompassing -- Retaining a theory model during selection -- Detecting outliers and breaks using iis -- Re-modeling uk real consumers' expenditure -- Comparisons of autometrics with other approaches -- Model selection in underspecied settings -- Extensions of automatic model selection -- More variables than observations -- Impulse-indicator saturation for multiple breaks -- Selecting non-linear models -- Testing super exogeneity -- Selecting forecasting models -- Epilogue -- References -- Author index -- Index. |
| ctrlnum | (OCoLC)889301867 |
| dewey-full | 330.01/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.01/5195 |
| dewey-search | 330.01/5195 |
| dewey-sort | 3330.01 45195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04770cam a2200721 i 4500</leader><controlfield tag="001">ZDB-4-EBA-ocn889301867</controlfield><controlfield tag="003">OCoLC</controlfield><controlfield tag="005">20240705115654.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr mn|||||||||</controlfield><controlfield tag="008">140721t20142014mauad ob 001 0 eng d</controlfield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">E7B</subfield><subfield code="b">eng</subfield><subfield code="e">rda</subfield><subfield code="e">pn</subfield><subfield code="c">E7B</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OSU</subfield><subfield code="d">IDEBK</subfield><subfield code="d">YDXCP</subfield><subfield code="d">N$T</subfield><subfield code="d">NUI</subfield><subfield code="d">JSTOR</subfield><subfield code="d">OSU</subfield><subfield code="d">OCLCF</subfield><subfield code="d">CDX</subfield><subfield code="d">NAM</subfield><subfield code="d">EBLCP</subfield><subfield code="d">KSU</subfield><subfield code="d">VLB</subfield><subfield code="d">AGLDB</subfield><subfield code="d">MOR</subfield><subfield code="d">MERUC</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">IOG</subfield><subfield code="d">UUM</subfield><subfield code="d">STF</subfield><subfield code="d">VTS</subfield><subfield code="d">INT</subfield><subfield code="d">AU@</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">MITPR</subfield><subfield code="d">TKN</subfield><subfield code="d">DKC</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">M8D</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">SFB</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">MM9</subfield><subfield code="d">AJS</subfield><subfield code="d">VT2</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCL</subfield></datafield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">883892202</subfield><subfield code="a">1058806580</subfield><subfield code="a">1112986826</subfield><subfield code="a">1286904415</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780262324410</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0262324415</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1306957869</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781306957861</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9780262028356</subfield><subfield code="q">(hardcover ;</subfield><subfield code="q">alk. paper)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">0262028352</subfield><subfield code="q">(hardcover ;</subfield><subfield code="q">alk. paper)</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)889301867</subfield><subfield code="z">(OCoLC)883892202</subfield><subfield code="z">(OCoLC)1058806580</subfield><subfield code="z">(OCoLC)1112986826</subfield><subfield code="z">(OCoLC)1286904415</subfield></datafield><datafield tag="037" ind1=" " ind2=" "><subfield code="a">22573/ctt88r019</subfield><subfield code="b">JSTOR</subfield></datafield><datafield tag="037" ind1=" " ind2=" "><subfield code="a">10175</subfield><subfield code="b">MIT Press</subfield></datafield><datafield tag="037" ind1=" " ind2=" "><subfield code="a">9780262324410</subfield><subfield code="b">MIT Press</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HB139</subfield><subfield code="b">.H454 2014eb</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS</subfield><subfield code="x">069000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS</subfield><subfield code="x">055000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS021000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="082" ind1="7" ind2=" "><subfield code="a">330.01/5195</subfield><subfield code="2">23</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">MAIN</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Hendry, David F.,</subfield><subfield code="e">author.</subfield><subfield code="0">http://id.loc.gov/authorities/names/n84023190</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Empirical model discovery and theory evaluation :</subfield><subfield code="b">automatic selection methods in econometrics /</subfield><subfield code="c">David F. Hendry and Jurgen A. Doornik.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Massachusetts ;</subfield><subfield code="a">London, England :</subfield><subfield code="b">The MIT Press,</subfield><subfield code="c">[2014]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">©2014</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xxviii, 358 pages) :</subfield><subfield code="b">illustrations, tables, graphs, charts</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Arne Ryde Memorial Lectures Series</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">"Arne Ryde Memorial Lectures Series."</subfield></datafield><datafield tag="504" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (pages 317-341) and indexes.</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="a">About the arne ryde foundation -- Preface -- Acknowledgments -- Glossary -- Data and software -- Principles of model selection -- Introduction -- Discovery -- Background to automatic model selection -- Empirical modeling illustrated -- Evaluating model selection -- The theory of reduction -- General-to-specific modeling -- Model selection theory and performance -- Selecting a model in one decision -- The 2-variable dgp -- Bias correcting selection effects -- Comparisons of 1-cut selection with autometrics -- Impact of diagnostic tests -- Role of encompassing -- Retaining a theory model during selection -- Detecting outliers and breaks using iis -- Re-modeling uk real consumers' expenditure -- Comparisons of autometrics with other approaches -- Model selection in underspecied settings -- Extensions of automatic model selection -- More variables than observations -- Impulse-indicator saturation for multiple breaks -- Selecting non-linear models -- Testing super exogeneity -- Selecting forecasting models -- Epilogue -- References -- Author index -- Index.</subfield></datafield><datafield tag="588" ind1="0" ind2=" "><subfield code="a">Print version record.</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Econometrics</subfield><subfield code="x">Computer programs.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh85040765</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Econometrics</subfield><subfield code="x">Methodology.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Économétrie</subfield><subfield code="x">Méthodologie.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS</subfield><subfield code="x">Economics</subfield><subfield code="x">General.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS</subfield><subfield code="x">Reference.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS</subfield><subfield code="x">Econometrics.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Econometrics</subfield><subfield code="x">Computer programs</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Econometrics</subfield><subfield code="x">Methodology</subfield><subfield code="2">fast</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">ECONOMICS/General</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Doornik, Jurgen A.,</subfield><subfield code="e">author.</subfield><subfield code="0">http://id.loc.gov/authorities/names/no97012136</subfield></datafield><datafield tag="758" ind1=" " ind2=" "><subfield code="i">has work:</subfield><subfield code="a">Empirical model discovery and theory evaluation (Text)</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PCFBbVgc7rwB4RQCCcPDqry</subfield><subfield code="4">https://id.oclc.org/worldcat/ontology/hasWork</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Print version:</subfield><subfield code="a">Hendry, David F.</subfield><subfield code="t">Empirical model discovery and theory evaluation.</subfield><subfield code="d">Cambridge, Massachusetts : MIT Press, [2014]</subfield><subfield code="z">9780262028356</subfield><subfield code="w">(DLC) 2014012464</subfield><subfield code="w">(OCoLC)878501859</subfield></datafield><datafield tag="856" ind1="1" ind2=" "><subfield code="l">FWS01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FWS_PDA_EBA</subfield><subfield code="u">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=815459</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="1" ind2=" "><subfield code="l">CBO01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FWS_PDA_EBA</subfield><subfield code="u">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=815459</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">Coutts Information Services</subfield><subfield code="b">COUT</subfield><subfield code="n">28648190</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBL - Ebook Library</subfield><subfield code="b">EBLB</subfield><subfield code="n">EBL3339825</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">ebrary</subfield><subfield code="b">EBRY</subfield><subfield code="n">ebr10891543</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBSCOhost</subfield><subfield code="b">EBSC</subfield><subfield code="n">815459</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">ProQuest MyiLibrary Digital eBook Collection</subfield><subfield code="b">IDEB</subfield><subfield code="n">cis28648190</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">YBP Library Services</subfield><subfield code="b">YANK</subfield><subfield code="n">11933289</subfield></datafield><datafield tag="994" ind1=" " ind2=" "><subfield code="a">92</subfield><subfield code="b">GEBAY</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield></record></collection> |
| id | ZDB-4-EBA-ocn889301867 |
| illustrated | Illustrated |
| indexdate | 2024-10-25T16:22:11Z |
| institution | BVB |
| isbn | 9780262324410 0262324415 1306957869 9781306957861 |
| language | English |
| oclc_num | 889301867 |
| open_access_boolean | |
| owner | MAIN |
| owner_facet | MAIN |
| physical | 1 online resource (xxviii, 358 pages) : illustrations, tables, graphs, charts |
| psigel | ZDB-4-EBA |
| publishDate | 2014 |
| publishDateSearch | 2014 |
| publishDateSort | 2014 |
| publisher | The MIT Press, |
| record_format | marc |
| series2 | Arne Ryde Memorial Lectures Series |
| spelling | Hendry, David F., author. http://id.loc.gov/authorities/names/n84023190 Empirical model discovery and theory evaluation : automatic selection methods in econometrics / David F. Hendry and Jurgen A. Doornik. Cambridge, Massachusetts ; London, England : The MIT Press, [2014] ©2014 1 online resource (xxviii, 358 pages) : illustrations, tables, graphs, charts text txt rdacontent computer c rdamedia online resource cr rdacarrier Arne Ryde Memorial Lectures Series "Arne Ryde Memorial Lectures Series." Includes bibliographical references (pages 317-341) and indexes. About the arne ryde foundation -- Preface -- Acknowledgments -- Glossary -- Data and software -- Principles of model selection -- Introduction -- Discovery -- Background to automatic model selection -- Empirical modeling illustrated -- Evaluating model selection -- The theory of reduction -- General-to-specific modeling -- Model selection theory and performance -- Selecting a model in one decision -- The 2-variable dgp -- Bias correcting selection effects -- Comparisons of 1-cut selection with autometrics -- Impact of diagnostic tests -- Role of encompassing -- Retaining a theory model during selection -- Detecting outliers and breaks using iis -- Re-modeling uk real consumers' expenditure -- Comparisons of autometrics with other approaches -- Model selection in underspecied settings -- Extensions of automatic model selection -- More variables than observations -- Impulse-indicator saturation for multiple breaks -- Selecting non-linear models -- Testing super exogeneity -- Selecting forecasting models -- Epilogue -- References -- Author index -- Index. Print version record. A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation. Econometrics Computer programs. http://id.loc.gov/authorities/subjects/sh85040765 Econometrics Methodology. Économétrie Méthodologie. BUSINESS & ECONOMICS Economics General. bisacsh BUSINESS & ECONOMICS Reference. bisacsh BUSINESS & ECONOMICS Econometrics. bisacsh Econometrics Computer programs fast Econometrics Methodology fast ECONOMICS/General Doornik, Jurgen A., author. http://id.loc.gov/authorities/names/no97012136 has work: Empirical model discovery and theory evaluation (Text) https://id.oclc.org/worldcat/entity/E39PCFBbVgc7rwB4RQCCcPDqry https://id.oclc.org/worldcat/ontology/hasWork Print version: Hendry, David F. Empirical model discovery and theory evaluation. Cambridge, Massachusetts : MIT Press, [2014] 9780262028356 (DLC) 2014012464 (OCoLC)878501859 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=815459 Volltext CBO01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=815459 Volltext |
| spellingShingle | Hendry, David F. Doornik, Jurgen A. Empirical model discovery and theory evaluation : automatic selection methods in econometrics / About the arne ryde foundation -- Preface -- Acknowledgments -- Glossary -- Data and software -- Principles of model selection -- Introduction -- Discovery -- Background to automatic model selection -- Empirical modeling illustrated -- Evaluating model selection -- The theory of reduction -- General-to-specific modeling -- Model selection theory and performance -- Selecting a model in one decision -- The 2-variable dgp -- Bias correcting selection effects -- Comparisons of 1-cut selection with autometrics -- Impact of diagnostic tests -- Role of encompassing -- Retaining a theory model during selection -- Detecting outliers and breaks using iis -- Re-modeling uk real consumers' expenditure -- Comparisons of autometrics with other approaches -- Model selection in underspecied settings -- Extensions of automatic model selection -- More variables than observations -- Impulse-indicator saturation for multiple breaks -- Selecting non-linear models -- Testing super exogeneity -- Selecting forecasting models -- Epilogue -- References -- Author index -- Index. Econometrics Computer programs. http://id.loc.gov/authorities/subjects/sh85040765 Econometrics Methodology. Économétrie Méthodologie. BUSINESS & ECONOMICS Economics General. bisacsh BUSINESS & ECONOMICS Reference. bisacsh BUSINESS & ECONOMICS Econometrics. bisacsh Econometrics Computer programs fast Econometrics Methodology fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85040765 |
| title | Empirical model discovery and theory evaluation : automatic selection methods in econometrics / |
| title_auth | Empirical model discovery and theory evaluation : automatic selection methods in econometrics / |
| title_exact_search | Empirical model discovery and theory evaluation : automatic selection methods in econometrics / |
| title_full | Empirical model discovery and theory evaluation : automatic selection methods in econometrics / David F. Hendry and Jurgen A. Doornik. |
| title_fullStr | Empirical model discovery and theory evaluation : automatic selection methods in econometrics / David F. Hendry and Jurgen A. Doornik. |
| title_full_unstemmed | Empirical model discovery and theory evaluation : automatic selection methods in econometrics / David F. Hendry and Jurgen A. Doornik. |
| title_short | Empirical model discovery and theory evaluation : |
| title_sort | empirical model discovery and theory evaluation automatic selection methods in econometrics |
| title_sub | automatic selection methods in econometrics / |
| topic | Econometrics Computer programs. http://id.loc.gov/authorities/subjects/sh85040765 Econometrics Methodology. Économétrie Méthodologie. BUSINESS & ECONOMICS Economics General. bisacsh BUSINESS & ECONOMICS Reference. bisacsh BUSINESS & ECONOMICS Econometrics. bisacsh Econometrics Computer programs fast Econometrics Methodology fast |
| topic_facet | Econometrics Computer programs. Econometrics Methodology. Économétrie Méthodologie. BUSINESS & ECONOMICS Economics General. BUSINESS & ECONOMICS Reference. BUSINESS & ECONOMICS Econometrics. Econometrics Computer programs Econometrics Methodology |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=815459 |
| work_keys_str_mv | AT hendrydavidf empiricalmodeldiscoveryandtheoryevaluationautomaticselectionmethodsineconometrics AT doornikjurgena empiricalmodeldiscoveryandtheoryevaluationautomaticselectionmethodsineconometrics |