Achievements and challenges in econometric methodology

DOI10.1016/S0304-4076(00)00045-2zbMath1099.62553WikidataQ127186875 ScholiaQ127186875MaRDI QIDQ1841080

David F. Hendry

Publication date: 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Data miningModel selectionComputer automationEconometric methodologyGeneral-to-specific

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (3)

VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN ⋮ On the harm that ignoring pretesting can cause ⋮ The long-run dynamic of the nexus between military strength and national power: An econometric analysis

Uses Software

• PcGets
• Ox

Cites Work

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• The structure of simultaneous equations estimators
• Dynamic Econometrics
• Discussion of ‘Data mining reconsidered’
• Alternative approaches to testing by variable addition
• The Statistical Consequences of Preliminary Test Estimators in Regression
• Computer automation of general-to-specific model selection procedures
• Dangers of data mining: The case of calendar effects in stock returns

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