2007-10-18–2007-10-20 - School of Economics and Management, Lund University, Lund (Sweden) - Department of Economics, Lund University
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...