TWO APPROACHES TO THE MODEL SPECIFICTION PROBLEM IN ECOMONMETMETRICS

Contents: Background of Papers, by George C. Davis Econometric Methodologies for the Model Selection Problem: An Introduction, by William G. Tomek The Model Specification Problem from a Probabilistic Reduction Perspective, by Aris Spanos and Anya McGuirk Bayesian Specification Analysis in Econometrics, by John Geweke and William McCausland The Model Specification Problem from a Probabilistic Reduction Perspective: Discussion, by George C. Davis Comments on 'Bayesian Specification Analysis in Econometrics,' by Walter N. Thurman