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.

Bibliographic Details
Main Authors: Hendry, David F. (Author), Doornik, Jurgen A. (Author)
Format: eBook
Language:English
Published: Cambridge, Massachusetts ; London, England : The MIT Press, [2014]
Series:Arne Ryde Memorial Lectures Series
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation.
Item Description:"Arne Ryde Memorial Lectures Series."
Physical Description:1 online resource (xxviii, 358 pages) : illustrations, tables, graphs, charts.
ISBN:9780262324410
0262324415
1306957869
9781306957861
DOI:10.7551/mitpress/9780262028356.001.0001