Abstract
Increased interest in computer automation of the general-to-specific methodology has resulted from research by Hoover and Perez (1999) and Krolzig and Hendry (2001). This article presents simulation results for a multiple search path algorithm that has better properties than those generated by a single search path. The most noticeable improvements occur when the data contain unit roots.
DOI
10.22237/jmasm/1257034380
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
