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https://hdl.handle.net/10419/20343
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Pesaran, Mohammad Hashem | en |
dc.contributor.author | Timmermann, Allan | en |
dc.date.accessioned | 2009-01-28T16:13:25Z | - |
dc.date.available | 2009-01-28T16:13:25Z | - |
dc.date.issued | 2004 | - |
dc.identifier.uri | http://hdl.handle.net/10419/20343 | - |
dc.description.abstract | This 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.iso | eng | en |
dc.publisher | |aInstitute for the Study of Labor (IZA) |cBonn | en |
dc.relation.ispartofseries | |aIZA Discussion Papers |x1108 | en |
dc.subject.jel | C52 | en |
dc.subject.jel | C53 | en |
dc.subject.jel | C51 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | specification search | en |
dc.subject.keyword | data snooping | en |
dc.subject.keyword | recursive/sequential modelling | en |
dc.subject.keyword | automated model selection | en |
dc.subject.stw | Ökonometrie | en |
dc.subject.stw | Zeit | en |
dc.subject.stw | Management-Informationssystem | en |
dc.subject.stw | Theorie | en |
dc.title | Real Time Econometrics | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 384853862 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
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