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st: autometrics in Stata?
From
Stephen Martin <[email protected]>
To
[email protected]
Subject
st: autometrics in Stata?
Date
Mon, 2 Sep 2013 15:11:48 +0100
The 'autometrics' routine in PcGive offers an automated implementation
of David Hendry's general-to-specific modelling approach. This
enables the analyst to start with a very general empirical model and
then refine this into a more parsimonious representation that passes
various standard econometric tests.
Is there an equivalent command in Stata 13?
If not, may I suggest consideration be given to adding this to Stata 14?
Thanks.
Steve
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