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http://dspace.mediu.edu.my:8181/xmlui/handle/10419/20343| Title: | Real Time Econometrics |
| Keywords: | C52 C53 C51 ddc:330 specification search data snooping recursive/sequential modelling automated model selection Ökonometrie Zeit Management-Informationssystem Theorie |
| Issue Date: | 16-Oct-2013 |
| Description: | This paper considers the problems facing decision makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated systems and discusses some of the possible ways advanced in the literature for dealing with them. The role of feedbacks from the decision maker?s actions to the data generating process is also discussed and highlighted through an example. |
| URI: | http://koha.mediu.edu.my:8181/xmlui/handle/10419/20343 |
| Other Identifiers: | http://hdl.handle.net/10419/20343 ppn:384853862 |
| Appears in Collections: | EconStor |
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