RFE: Conference Listings
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- Department of Economics, Lund University
| Dates: | October 18-20, 2007 |
| Description: | Arne Ryde Memorial Lectures 2007 "Econometric Model Selection: Automatic Methods in Theory and Practice" |
| Location: | School of Economics and Management, Lund University, Lund, Sweden |
| Subject: | Professor David F. Hendry will give three lectures on Econometric model selection: Automatic methods in theory and practice. The lectures will cover the following topics: - Principles of model selection: Why automatic methods can outperform experts. - Performance of selection algorithms: High success rates and unbiased estimation. - Recent breakthroughs: Impulse saturation, testing exogeneity, handling excess number of variables. [gemäß den Informationen des Anbieters - according to site editor's information] |
| JEL Code: | C |
| URL: | http://www.nek.lu.se/ryde/ARML07/ |