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Comparisons of 1-cut Selection with Autometrics

David F. Hendry

in Empirical Model Discovery and Theory Evaluation: Automatic Selection Methods in Econometrics

Published in print:
2014
Published Online:
January 2015
ISBN:
9780262028356
eISBN:
9780262324410
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028356.003.0011
Subject:
Economics and Finance, Econometrics

Having established that the properties of bias-corrected 1-cut selections match our three criteria, having appropriate gauge and potency, with near unbiased estimates, and relatively small MSEs, we ... More


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