Tutorial on Automatic Model Selection using Autometrics 6.1 Introduction. Tutorial on Model Reduction 5.1 The problems of simple-to-general modelling 5.2 Formulating general models. 4.7.1 Exclusion, linear and general restrictions 4.7.2 Test for common factors. 4.3.2 Analysis of 1-step forecast statistics. Tutorial on Dynamic Modelling 4.1 Model formulation. Tutorial on Descriptive Statistics and Unit Roots 3.1 Descriptive data analysis. 2.5 Testing restrictions and omitted variables 2.6 Multiple regression. Tutorial on Cross-section Regression 2.1 Starting the modelling procedure. 1.3 The special features of PcGive 1.4 Documentation conventions. Introduction to PcGive 1.1 The PcGive system. Trademark notice All Companies and products referred to in this book are either trademarks or registered trademarks of their associated Companies. Published by Timberlake Consultants Ltd Unit B3, Broomsleigh Business Park London SE26 5BN, UK Ĩ42 Greenwich Lane Union, NJ 07083-7905, U.S.A. – (Empirical Econometric Modelling – PcGiveTM 14: Vol I) ISBN ISBN 978-0-957 Whilst the Publisher has taken all reasonable care in the preparation of this book, the Publisher makes no representation, express or implied, with regard to the accuracy of the information contained in this book and cannot accept any legal responsability or liability for any errors or omissions from the book, or from the software, or the consequences thereof.īritish Library Cataloguing-in-Publication Data A catalogue record of this book is available from the British Library Library of Congress Cataloguing-in-Publication Data A catalogue record of this book is available from the Library of Congress Jurgen A Doornik and David F Hendry p. No part of this work, which is copyrighted, may be reproduced or used in any form or by any means – graphic, electronic, or mechanical, including photocopy, record taping, or information storage and retrieval systems – without the written consent of the Publisher, except in accordance with the provisions of the Copyright Designs and Patents Act 1988. OxMetrics 7 Published by Timberlake Consultants Ltd Empirical Econometric Modelling – PcGiveTM 14: Volume I c Copyright 2013 Jurgen A Doornik and David F Hendry First published by Timberlake Consultants in 1998 Revised in 1999, 2001, 2006, 2009, 2013 All rights reserved.
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