Analiza porównawcza automatycznych procedur modelowania i prognozowania
Comparative analysis of automatic modelling and prediction procedures

Summary/Abstract: Automatic model selection issues lie in modern dynamic econometric research area and concern theoretical aspects of such an approach as well as the implementation of algorithms. In the paper we compare empirical results for two automatic model selection procedures: Autometrics for PcGets based on “general to specific” approach and Congruent- Specification for Gretl based on dynamic congruent modelling approach. We also compare results from the common automatic time-series model selection procedures.

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