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Epilogue: The Success of General‐To‐Specific Model Selection

David F. Hendry

in Econometrics: Alchemy or Science?: Essays in Econometric Methodology

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.003.0021
Subject:
Economics and Finance, Econometrics

The essential roles of methodology in the development of sound econometric models and of computers in making econometrics operational are noted. The former has led to the theory of reduction as a ... More


N-Scale Model Reduction Theory

Jacob Fish and Zheng Yuan

in Multiscale Methods: Bridging the Scales in Science and Engineering

Published in print:
2009
Published Online:
February 2010
ISBN:
9780199233854
eISBN:
9780191715532
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199233854.003.0003
Subject:
Mathematics, Applied Mathematics

A model reduction approach aimed at systematically reducing computational complexity of multiple scale homogenization for nonlinear history-dependent problems is developed. The so-called N-scale ... More


Dynamic Specification

David F. Hendry, Adrian R. Pagan, and J. Denis Sargan

in Econometrics: Alchemy or Science?: Essays in Econometric Methodology

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.003.0005
Subject:
Economics and Finance, Econometrics

This survey provides a route map, sketching the major issues, models, concepts, and techniques. A taxonomy of model types is presented, each being examined for advantages and drawbacks as a generic ... More


Exogeneity

David F. Hendry, Robert F. Engle, and Jean‐François Richard

in Econometrics: Alchemy or Science?: Essays in Econometric Methodology

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.003.0016
Subject:
Economics and Finance, Econometrics

Exogenous variables play a crucial role in econometrics, yet ‘exogeneity’ is often imprecise. Exogenous connotes ‘being determined outside of (the model under analysis)’, so it cannot be a property ... More


An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification

David F. Hendry and Grayham E. Mizon

in Econometrics: Alchemy or Science?: Essays in Econometric Methodology

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.003.0008
Subject:
Economics and Finance, Econometrics

COMFAC is employed as a sequential simplification device in empirical analysis. Analysis of the finite‐sample statistical properties checked the power when a COMFAC representation of economic agents’ ... More


Matching Moments and Model Reduction View

Jörg Liesen and Zdenek Strakos

in Krylov Subspace Methods: Principles and Analysis

Published in print:
2012
Published Online:
January 2013
ISBN:
9780199655410
eISBN:
9780191744174
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199655410.003.0003
Subject:
Mathematics, Applied Mathematics, Algebra

The projected system matrix in Krylov subspace methods consists of moments of the original system matrix with respect to the initial residual(s). This hints that Krylov subspace methods can be viewed ... More


Rise of the LSE Approach

Qin Duo

in A History of Econometrics: The Reformation from the 1970s

Published in print:
2013
Published Online:
September 2013
ISBN:
9780199679348
eISBN:
9780191758416
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199679348.003.0005
Subject:
Economics and Finance, Econometrics, History of Economic Thought

This chapter studies the development of the LSE (London School of Economics) approach. The study starts from the growing research focus on dynamic specification issues, away from issues relating to ... More


Intertheoretic Reduction

Jan Sprenger and Stephan Hartmann

in Bayesian Philosophy of Science

Published in print:
2019
Published Online:
October 2019
ISBN:
9780199672110
eISBN:
9780191881671
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780199672110.003.0008
Subject:
Philosophy, Philosophy of Science

We reconsider the Generalized Nagel-Schaffner (GNS) model of reduction and argue that, contrary to a widely held view, it is the right analysis of intertheoretic reduction. In particular, it provides ... More


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