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.
"Multiple Search Paths and the General-To-Specific Methodology,"
Journal of Modern Applied Statistical Methods: Vol. 8
, Article 14.
Available at: http://digitalcommons.wayne.edu/jmasm/vol8/iss2/14