‘Data mining’ with more variables than observations
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A typical Oxford University econometrics exam question might take the form: “Data mining is bad, so mining with more candidate…
A typical Oxford University econometrics exam question might take the form: “Data mining is bad, so mining with more candidate…
Jennifer L. Castle, David F. Hendry, 13 August 2014A typical Oxford University econometrics exam question might take the form: “D…
David F. Hendry, Grayham E. Mizon, 18 June 2014Many central banks rely on dynamic stochastic general equilibrium models – known…