Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/20343 
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dc.contributor.authorPesaran, Mohammad Hashemen
dc.contributor.authorTimmermann, Allanen
dc.date.accessioned2009-01-28T16:13:25Z-
dc.date.available2009-01-28T16:13:25Z-
dc.date.issued2004-
dc.identifier.urihttp://hdl.handle.net/10419/20343-
dc.description.abstractThis paper considers the problems facing decision makers using econometric models in realtime. It identifies the key stages involved and highlights the role of automated systems inreducing the effect of data snooping. It sets out many choices that researchers face inconstruction of automated systems and discusses some of the possible ways advanced inthe literature for dealing with them. The role of feedbacks from the decision maker?s actionsto the data generating process is also discussed and highlighted through an example.en
dc.language.isoengen
dc.publisher|aInstitute for the Study of Labor (IZA) |cBonnen
dc.relation.ispartofseries|aIZA Discussion Papers |x1108en
dc.subject.jelC52en
dc.subject.jelC53en
dc.subject.jelC51en
dc.subject.ddc330en
dc.subject.keywordspecification searchen
dc.subject.keyworddata snoopingen
dc.subject.keywordrecursive/sequential modellingen
dc.subject.keywordautomated model selectionen
dc.subject.stwÖkonometrieen
dc.subject.stwZeiten
dc.subject.stwManagement-Informationssystemen
dc.subject.stwTheorieen
dc.titleReal Time Econometrics-
dc.typeWorking Paperen
dc.identifier.ppn384853862en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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