the alternative time series approaches of LSE-Hendry's General to Specific (GETS) and Johansen's Maximum Likelihood (JML …

models. This article describes the application of a well-known model-selection algorithm to Stata: general-to-specific (GETS …

the symmetry hypothesis. A disaggregated general-to-specific model is applied for estimating interest rate pass …

of neglected breaks. Then, we build standard autoregressive representations of inflation, using an automatic general-to-specific …

We develop a new automatically-computable test for super exogeneity, using a variant of general-to-specific modelling …

use the general-to-specific approach. The advantage of this approach is its ability to deliver results based on underlying …

course of exploring this spectrum the reader will encounter various Bayesian, specific-to-general (S-G) as well general-to-specific …

analysis, Sala-i-Martin’s method, BACE, general- to-specific, minimum t-statistics, BIC and AIC. We propose a new method and … show that it has good finite sample properties. Keywords: AIC, BACE, BIC, extreme bounds analysis, general-to-specific … it is included in the chosen model or not. The refined general-to- specific procedures suggested by Hoover and Perez …