| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP68 |
| DP68 Procrustean Econometrics: Stretching and Squeezing Data | |
| David Hendry; Grayham Ernest Mizon | |
| 发表日期 | 1985-10-01 |
| 出版年 | 1985 |
| 语种 | 英语 |
| 摘要 | Recent concern about the inadequacies of econometric models has led not only to the search for causes, but also to the proposal of constructive remedies for these difficulties. In this paper we analyse the links between econometric modelling methodologies and the performance of econometric models. We comment on a number of the constructive modelling strategies that have been proposed, and emphasise the importance of evaluating models, especially by checking whether they are congruent with the available information. This process of model evaluation is destructive rather than constructive, and the criteria it employs form a set of necessary, not sufficient, conditions for model adequacy. |
| 关键词 | Econometric models Model evaluation |
| URL | https://cepr.org/publications/dp68 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/529229 |
| 推荐引用方式 GB/T 7714 | David Hendry,Grayham Ernest Mizon. DP68 Procrustean Econometrics: Stretching and Squeezing Data. 1985. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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