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dc.contributor.authorPesaran, M. Hashem
dc.contributor.authorTimmermann, Allan
dc.date.accessioned2004-06-24T08:34:09Z
dc.date.available2004-06-24T08:34:09Z
dc.date.issued2004-06
dc.identifier.otherCWPE0432
dc.identifier.urihttp://www.dspace.cam.ac.uk/handle/1810/443
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/443
dc.description.abstractThis 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.en_GB
dc.format.extent210953 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen
dc.publisherFaculty of Economics
dc.relation.ispartofseriesCambridge Working Papers in Economics
dc.rightsAll Rights Reserveden
dc.rights.urihttps://www.rioxx.net/licenses/all-rights-reserved/en
dc.subjectspecification search, data snooping, recursive/sequential modelling, automated model selectionen_GB
dc.titleReal Time Econometricsen_GB
dc.typeWorking Paperen
dc.identifier.doi10.17863/CAM.5508


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