General-to-specific modelling using PcGets
Cite this item:
Owen, P. D. (2002). General-to-specific modelling using PcGets (Economics Discussion Papers Series No. 213). University of Otago. Retrieved from http://hdl.handle.net/10523/1114
Permanent link to OUR Archive version:
http://hdl.handle.net/10523/1114
Abstract:
This review examines the facilities provided by PcGets version 1.0, an OxMetrics module designed to implement automated general-to-specific model selection in the context of cross-section or dynamic time-series models that are linear in the parameters. A cross-section empirical example is used to illustrate the steps involved, the output produced and the options available for modellers.
Date:
2002-11
Publisher:
University of Otago
Pages:
24
Series number:
213
Keywords:
econometric modelling; general-to-specific modelling; model selection; econometric software; PcGets; GiveWin
Research Type:
Discussion Paper
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