Epilogue: The Success of General‐To‐Specific Model Selection

By David F. Hendry. 2000

57 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/00d257b5700d3f6f97dd25078bbb6fb6760b63f7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Colm Kearney
2. Brian M. Lucey
3. Raj Aggarwal
4. Andrew J. Patton
5. Shaen Corbet
6. A. H. Dyhrberg

In Finance

1. Brian M. Lucey
2. Colm Kearney
3. Raj Aggarwal
4. Andrew J. Patton
5. A. H. Dyhrberg
6. Thomas Renault

In Management Science and Operations Research

1. Brian M. Lucey
2. Colm Kearney
3. Raj Aggarwal

Citations in the corpus

• Gravity and culture in foreign portfolio investment (2012, methodology): “Following the general-to-specific estimation strategy of Hendry (2000), we sequentially restrict this specification by dropping the statistically insignificant variables until we obtain our parsimonious Gravity vectors for debt and equity, which we designate by iG .”
• Regression Models with Data‐based Indicator Variables* (2005, unknown): “In practice, therefore,almost no irrelevant dummy variable will be retained, revealing low costs of inference and search in this context (also see Hendry, 2000).”