A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING

B-Tier
Journal: Econometric Theory
Year: 2005
Volume: 21
Issue: 1
Pages: 278-297

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper presents a set of questions prepared by Clive Granger with responses by David Hendry on the use of PcGets (see Hendry and Krolzig, 2001) in data modeling and as a new research tool. PcGets is an Ox package (see Doornik, 2001) implementing automatic general-to-specific (Gets) modeling for linear regression models based on the theory of reduction, as in Hendry (1995, Ch. 9).

Technical Details

RePEc Handle
repec:cup:etheor:v:21:y:2005:i:01:p:278-297_05
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25