Economists have long sought to develop quantitative models of
economic behaviour, which blend economic theory with data evidence.
Econometric modelling of economic time series has strived to
achieve this by seeking to discover sustainable and interpretable
relationships. This important two-volume collection focuses on a
central method used in selecting such models, namely simplification
of an initially general model that adequately characterizes the
empirical evidence within the investigators' theoretical framework.
The volumes feature a wealth of evidence that has accrued over the
last five years displaying its excellent abilities for model
selection, based on Monte Carlo studies of automatic algorithms.
These also throw light on several major methodological issues, and
prompt many new ideas, which are discussed. The collection will be
valuable to all empirical economists and econometricians.
General
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