RFE: Conference Listings
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Department of Economics, Lund University
- October 18-20, 2007
- Arne Ryde Memorial Lectures 2007 "Econometric Model Selection: Automatic Methods in Theory and Practice"
- School of Economics and Management, Lund University, Lund, Sweden
- 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]
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