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

DOI10.1016/J.JECONOM.2005.11.014zbMath1418.62510OpenAlexW2135152712MaRDI QIDQ278257

Helmut Lütkepohl

Publication date: 2 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.11.014

zbMATH Keywords

cointegrationdynamic modellingvector autoregressive process

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (5)

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Cites Work

• Testing cointegration in infinite order vector autoregressive processes
• Time series analysis and simultaneous equation econometric models
• Multiple Time Series Analysis and the Final Form of Econometric Models
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• Simplicity, Inference and Modelling
• AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT
• Computer automation of general-to-specific model selection procedures
• Unnamed Item

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