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A dialogue concerning a new instrument for econometric modeling

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).
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1017/S0266466605050164

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Institution:
University of California, San Diego
Role:
Author
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Institution:
University of Oxford
Division:
SSD
Department:
Economics
Research group:
Econometrics
Oxford college:
Nuffield College
Role:
Author
Publisher:
Cambridge University Press Publisher's website
Journal:
Econometric Theory Journal website
Volume:
21
Issue:
1
Pages:
278-297
Publication date:
2005-02-01
DOI:
EISSN:
1469-4360
ISSN:
0266-4666
Language:
English
Keywords:
Subjects:
UUID:
uuid:f62825f0-3cc6-47ab-aff1-563a838bc733
Local pid:
ora:1934
Deposit date:
2008-05-13

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