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dc.creator Pesaran, Mohammad Hashem
dc.creator Timmermann, Allan 2004 2013-10-16T07:10:04Z 2013-10-16T07:10:04Z 2013-10-16
dc.identifier ppn:384853862
dc.description This 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.
dc.language eng
dc.relation IZA Discussion paper series 1108
dc.subject C52
dc.subject C53
dc.subject C51
dc.subject ddc:330
dc.subject specification search
dc.subject data snooping
dc.subject recursive/sequential modelling
dc.subject automated model selection
dc.subject Ökonometrie
dc.subject Zeit
dc.subject Management-Informationssystem
dc.subject Theorie
dc.title Real Time Econometrics
dc.type doc-type:workingPaper

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