General To Specific Modelling
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General To Specific Modelling
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Author : Julia Campos
language : en
Publisher:
Release Date : 2005
General To Specific Modelling written by Julia Campos and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Business & Economics categories.
Focuses on a central method used in selecting quantitative models of economic behaviour, namely simplification of a model that characterizes the empirical evidence within the investigators' theoretical framework. This volumes feature an evidence that displays its abilities for model selection, based on Monte Carlo studies of automatic algorithms.
New Directions In Econometric Practice
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Author : Wojciech Charemza
language : en
Publisher: Edward Elgar Publishing
Release Date : 1997
New Directions In Econometric Practice written by Wojciech Charemza and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Business & Economics categories.
This work on econometrics offers an analysis of econometric practice, encompassing recent modelling methodology and PC-GIVE. It is intended for advanced undergraduates and graduate students.
General To Specific Modelling
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Author : A. Darnell
language : en
Publisher:
Release Date : 1988
General To Specific Modelling written by A. Darnell and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Economics categories.
General To Specific Modelling Using Pcgets
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Author : P. Dorian Owen
language : en
Publisher:
Release Date : 2002
General To Specific Modelling Using Pcgets written by P. Dorian Owen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Econometric models categories.
General To Specific Modelling
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Author :
language : en
Publisher:
Release Date : 2005
General To Specific Modelling written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.
Automated Model Selection In Finance
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Author : Genaro Sucarrat
language : en
Publisher:
Release Date : 2012
Automated Model Selection In Finance written by Genaro Sucarrat and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.
General-to-Specific (GETS) modelling has witnessed major advances thanks to the automation of multi-path GETS specification search. However, the estimation complexity associated with financial models constitutes an obstacle to automated multi-path GETS modelling in finance. Making use of a recent result we provide and study simple but general and flexible methods that automate financial multi-path GETS modelling. Starting from a general model where the mean specification can contain autoregressive terms and explanatory variables, and where the exponential volatility specification can include log-ARCH terms, asymmetry terms, volatility proxies and other explanatory variables, the algorithm we propose returns parsimonious mean and volatility specifications.
New Directions On Econometric Practice
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Author : Wojciech W. Charemza
language : en
Publisher:
Release Date : 1992
New Directions On Econometric Practice written by Wojciech W. Charemza and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Econometric models categories.
General To Specific Modelling Of Exchange Rate Volatility
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Author : Luc Bauwens
language : en
Publisher:
Release Date : 2006
General To Specific Modelling Of Exchange Rate Volatility written by Luc Bauwens and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.
General To Specific Modelling Using Pcgets
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Author : Dorian Owen
language : en
Publisher:
Release Date : 2002
General To Specific Modelling Using Pcgets written by Dorian Owen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Econometric models categories.
General To Specific Modelling
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Author : Julia Campos
language : en
Publisher:
Release Date : 2005
General To Specific Modelling written by Julia Campos and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Econometric models categories.
"This paper discusses the econometric methodology of general-to-specific modeling, in which the modeler simplifies an initially general model that adequately characterizes the empirical evidence within his or her theoretical framework. Central aspects of this approach include the theory of reduction, dynamic specification, model selection procedures, model selection criteria, model comparison, encompassing, computer automation, and empirical implementation. This paper thus reviews the theory of reduction, summarizes the approach of general-to-specific modeling, and discusses the econometrics of model selection, noting that general-to-specific modeling is the practical embodiment of reduction. This paper then summarizes fifty-seven articles key to the development of general-to-specific modeling"--Federal Reserve Board web site.