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st: general-to-specific GETS algorithm


From   "Cecchi, Francesco" <francesco.cecchi@wur.nl>
To   "Cecchi, Francesco" <francesco.cecchi@wur.nl>, "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: general-to-specific GETS algorithm
Date   Fri, 27 Jan 2012 14:18:35 +0100

"Cecchi, Francesco" <francesco.cecchi@wur.nl> wrote:


Dear Statalist members,

I would like to use a general-to-specific approach to select my econometric model. I was wondering if anyone has a simple GETS algorithm/do file to run on Stata (or knows where to find it).

Thanks a lot in advance,

Francesco Cecchi


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