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Item Details
| Title:
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GENERAL-TO-SPECIFIC MODELLING
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| By: |
Julia Campos (Editor), Neil R. Ericsson (Editor), David F. Hendry (Editor) |
| Format: |
Hardback |
| List price:
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£632.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1852786698 |
| ISBN 13: |
9781852786694 |
| Publisher: |
EDWARD ELGAR PUBLISHING LTD |
| Pub. date: |
21 October, 2005 |
| Series: |
The International Library of Critical Writings in Econometrics Series 11 |
| Pages: |
1424 |
| Description: |
These volumes feature a wealth of evidence that has accrued over the last five years displaying its excellent abilities for model selection, based on Monte Carlo studies of automatic algorithms. These also throw light on several major methodological issues, and prompt many new ideas, which are discussed. |
| Synopsis: |
Economists have long sought to develop quantitative models of economic behaviour, which blend economic theory with data evidence. Econometric modelling of economic time series has strived to achieve this by seeking to discover sustainable and interpretable relationships. This important two-volume collection focuses on a central method used in selecting such models, namely simplification of an initially general model that adequately characterizes the empirical evidence within the investigators' theoretical framework. The volumes feature a wealth of evidence that has accrued over the last five years displaying its excellent abilities for model selection, based on Monte Carlo studies of automatic algorithms. These also throw light on several major methodological issues, and prompt many new ideas, which are discussed. The collection will be valuable to all empirical economists and econometricians. |
| Publication: |
UK |
| Imprint: |
Edward Elgar Publishing Ltd |
| Returns: |
Returnable |
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