Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/20343
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dc.contributor.authorPesaran, Mohammad Hashemen_US
dc.contributor.authorTimmermann, Allanen_US
dc.date.accessioned2009-01-28T16:13:25Z-
dc.date.available2009-01-28T16:13:25Z-
dc.date.issued2004en_US
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_US
dc.language.isoengen_US
dc.publisher|aInstitute for the Study of Labor (IZA) |cBonn-
dc.relation.ispartofseries|aIZA Discussion paper series |x1108en_US
dc.subject.jelC52en_US
dc.subject.jelC53en_US
dc.subject.jelC51en_US
dc.subject.ddc330en_US
dc.subject.keywordspecification searchen_US
dc.subject.keyworddata snoopingen_US
dc.subject.keywordrecursive/sequential modellingen_US
dc.subject.keywordautomated model selectionen_US
dc.subject.stw├ľkonometrieen_US
dc.subject.stwZeiten_US
dc.subject.stwManagement-Informationssystemen_US
dc.subject.stwTheorieen_US
dc.titleReal Time Econometricsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn384853862en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-

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