TY  - BOOK
AU  - Campos, Julia.
AU  - Ericsson, Neil R.
AU  - Hendry, David F.
TI  - General-to-specific modelling / 
SN  - 1852786698 (set)
U1  - 330.01'5195  
PY  - 2005///
CY  - Cheltenham : 
PB  -  Edward Elgar, 
KW  - Econometric models
N1  - Includes bibliographical references and index
N2  - This important two-volume collection focuses on a central method used in selecting models, like simplification of an initially general model that adequately characterizes the empirical evidence within the investigators' theoretical framework. The volumes feature a wealth of evidence that has accrued over the last five years displaying its excellent abilities for model selection, based on Monte Carlo studies of automatic algorithms.
ER  -