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Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez

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Publication:4488936
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DOI10.1111/1368-423X.00027zbMath0965.91044OpenAlexW2140928422MaRDI QIDQ4488936

David F. Hendry, Hans-Martin Krolzig

Publication date: 5 August 2001

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

Full work available at URL: https://doi.org/10.1111/1368-423x.00027


zbMATH Keywords

model selectiondata miningmoney demandencompassingMonte Carlo experimentseconometric methodology


Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)


Related Items (8)

Effective network inference through multivariate information transfer estimation ⋮ J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY ⋮ Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics ⋮ Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector ⋮ AUTOMATED DISCOVERY IN ECONOMETRICS ⋮ ModelBuilder — an Automated General-to-specific Modelling Tool ⋮ Forecasting in dynamic factor models using Bayesian model averaging ⋮ Variable selection In regression models using global sensitivity analysis






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