Authors: David F. Hendry and Hans-Martin Krolzig.

Description: In this book, the characteristics of PcGets, a well-known automatic modelling method proposed by David Hendry. We point out similarities, differences, and complementarities of the two methods. In an example using US telecommunications demand data, we find that RETINA can improve both in- and out-of-sample performance compared with the usual linear regression model and with some models suggested by PcGets.

Location- Namaka [1 copy]

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