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Reference: Julia Campos, Neil R Ericsson and David F Hendry, (2005). General-to-specific modeling: an overview and selected bibliography. Federal Reserve Board (U.S.).Citable link to this page:

 

General-to-specific modeling: an overview and selected bibliography. Series: International Finance Discussion Papers

Abstract: This paper discusses the econometric methodology of general-to-specific modeling, in which the modeler simplifies an initially general model that adequately characterizes the empirical evidence within his or her theoretical framework. Central aspects of this approach include the theory of reduction, dynamic specification, model selection procedures, model selection criteria, model comparison, encompassing, computer automation, and empirical implementation. This paper thus reviews the theory of reduction, summarizes the approach of general-to-specific modeling, and discusses the econometrics of model selection, noting that general-to-specific modeling is the practical embodiment of reduction. This paper then summarizes fifty-seven articles key to the development of general-to-specific modeling.

Bibliographic Details

Issue Date: 2005Identifiers

Urn: uuid:c241b0c5-9e43-4b8c-aef5-18fa76137dc1 Item Description

Type: info:eu-repo/semantics/workingPaper;

Language: en

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Autor: Julia Campos - - - Neil R Ericsson - - - David F Hendry - - - - Bibliographic Details Issue Date: 2005 - Identifiers Urn: uuid:c2

Fuente: https://ora.ox.ac.uk/objects/uuid:c241b0c5-9e43-4b8c-aef5-18fa76137dc1



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