Autometrics in that context. Paramount considerations include embedding relationships in general initial models, possibly … theory insights (the selection problem) while testing for relationships being well specified and invariant to shifts in …

experiments considered in this paper. Despite its simplicity, the theory behind the proposed approach is quite complicated. We …

important requirements when searching for a data-based relationship using Big Data, and the possible role of Autometrics in that … variables, analyzed with tight significance levels by a powerful selection procedure, retaining available theory insights (the …

equation specifications, formulated to include all theory-based variables, their lags and possibly non-linear functional forms …, can be improved by nesting so-called "theory-driven" and "data-driven" approaches. In our methodology, the theory …-model's parameter estimates are unaffected by selection when the theory is complete and correct, so nothing is lost, whereas when the …