AUTOMATIC INFERENCE OF THE CONTEMPORANEOUS CAUSAL ORDER OF A SYSTEM OF EQUATIONS
方程系统同期因果次序的自动推断
When Stephen Perez and I first began our Monte Carlo studies of the efficacy of general-to-specific search methodologies in 1995, we were keenly aware of our limited ability to capture the tacit knowledge of the skilled time-series econometrician operating in the London School of Economics (LSE) tradition (Hoover and Perez, 1999a, 1999b). Econometrics, we believed, was an art, and our algorithm was not intended to replace the artist. David Hendry and Hans-Martin Krolzig's…