Arne Ryde Memorial Lectures 2007 "Econometric Model Selection: Automatic Methods in Theory and Practice"
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 success rates and unbiased estimation. - Recent breakthroughs: Impulse saturation, testing exogeneity, handling excess number of variables. [gemäß den Informationen des Anbieters - according to site editor's information] The website is no longer available.
|Event dates:||2007-10-18 – 2007-10-20|
|Organizer:||Department of Economics, Lund University|
|Conference venue:||School of Economics and Management, Lund University, Lund|
Professor David Edgerton phone: +46 (0)46 2228678 fax: +46 (0)46 2224118 email: firstname.lastname@example.org
|Classification:||C0 - Mathematical and Quantitative Methods. General|
|Event type:||Sonstige Veranstaltungsarten; other event types|