Computer automation of general-to-specific model selection procedures

Article Abstract:

This paper aims to evaluate computerized model-selection strategies and the Monte Carlo experiments show that an econometric model-selection process called PcGets (general to specific) recovers the data generating process specification.

Econometrics & Model Building, Statistical Data Included, Econometrics, Computer simulation, Business models

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Consistent model selection by an automatic GETS approach

Article Abstract:

The authors validate general-to-specific model selection methods compared to other selection criteria in linear regression analysis. Enhancement techniques to improve performance of other models are also presented and evaluated.

Spain, Methods, Comparative analysis, Econometric models

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We ran one regression

Article Abstract:

The growth regression estimation strategies presented by Sala-i-Martin are evaluated and general unrestricted model developed by Hoover and Perez are used .

United States, Models, Usage, Statistical methods, Growth companies

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