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Econometric Model Selection Procedures: A Survey

Chapter
Part of the Advanced Studies in Theoretical and Applied Econometrics book series (ASTA, volume 16)

Abstract

In the second part of Chapter 1 we tried to provide the answers to some methodological questions related to the approach in economics. There, after a brief review, we outlined the approach to be followed in this book by saying that an economic theory is judged to be good if it, in some sense, adequately characterizes the data.

Keywords

Mean Square Error Econometric Model Specification Error Random Part Lagrange Multiplier Test 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 1989

Authors and Affiliations

  1. 1.University of ZaragozaSpain

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