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General‐to‐Specific Modelling Using PcGets
Author(s) -
Owen P. Dorian
Publication year - 2003
Publication title -
journal of economic surveys
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.657
H-Index - 92
eISSN - 1467-6419
pISSN - 0950-0804
DOI - 10.1111/1467-6419.00206
Subject(s) - context (archaeology) , section (typography) , econometrics , model selection , selection (genetic algorithm) , computer science , economics , mathematical economics , series (stratigraphy) , operations research , industrial engineering , management science , mathematics , engineering , machine learning , paleontology , biology , operating system
. 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.