General-to-Specific Modelling - Rilegato

Rilegato

ISBN 10: 1852786698 ISBN 13: 9781852786694

Casa editrice: Edward Elgar Pub, 2005

Riassunto

In the field of econometrics, general-to-specific modeling is a method for selecting useful empirical models in which the modeler simplifies an initially general model that adequately characterizes the empirical evidence within his or her theoretical framework. In this two-volume set, Campos (econometrics, U. de Salamanca, Spain), Ericsson (Federal Reserve Board, US), and Hendry (economics, U. of Oxford, UK) present 54 previously published papers from scholarly journals that together provide an introduction to the methodology, a survey of important issues, and discussion of applications. The first volume contains papers that cover the history of the approach and explain its basic features; summarize the theory of reduction, concentrating on the issue of exogeneity and the reductions associated with that concept; look at how the theory of reduction aids in understanding the issue of dynamic specification; and introduce the model selection procedures of sequential simplification tests, progressive modeling strategies, and cointegrated systems. A section on model selection criteria begins the second volume, followed by papers dealing with model comparison, encompassing tests that evaluate a given model against the information content in an alternative specification, computer automation for data mining, and empirical applications for different countries and different sectors of the economy. Annotation ©2006 Book News, Inc., Portland, OR (booknews.com)

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• Editore: Edward Elgar Pub
• Data di pubblicazione: 2005
• ISBN 10: 1852786698
• ISBN 13: 9781852786694
• Rilegatura: Copertina rigida
• Numero di pagine: 1424
• Redattore: Campos Julia, Ericsson Neil R., Hendry David F.