Empirical Model Discovery and Theory Evaluation: Automatic Selection Methods in Econometrics

by David F. Hendry and Jurgen A. Doornik

Book Overview

A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation.

Economic models of empirical phenomena are developed for a variety of reasons, the most obvious of which is the numerical characterization of available evidence, in a suitably parsimonious form. Another is to test a theory, or evaluate it against the evidence; still another is to...

• Format: Hardcover
• Language: English
• ISBN: 0262028352
• ISBN13: 9780262028356
• Release Date: January 1
• Publisher: MIT Press
• Length: 358 Pages
• Weight: 1.44 lbs.
• Dimensions: 0.9" x 6.2" x 9.3"
• Age Range: 18 years and up
• Grade Range: Postsecondary and higher