期刊名称：Journal of Modern Applied Statistical Methods
出版年度：2009
卷号：8
期号：2
页码：14
出版社：Wayne State University
摘要：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.
关键词：Multiple search paths; general-to-specific; Monte Carlo simulation
