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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. [gem?_?? den Informationen des Anbieters - according to site editor's information] The website is no longer available. [Redaktion EconBiz - editors EconBiz]
Notes:
JEL Code:
C
Sponsor:
URL:

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