General‐to‐Specific Modelling Using PcGets
回顾了PcGets 1.0版的功能，该模块用于自动实现从一般到具体的模型选择，适用于截面或动态时间序列线性模型，并通过截面实证例子说明步骤和选项。
Abstract. This review examines the facilities provided by PcGets version 1.0, an OxMetrics module designed to implement automated general‐to‐specific model selection in the context of cross‐section or dynamic time‐series models that are linear in the parameters. A cross‐section empirical example is used to illustrate the steps involved, the output produced and the options available for modellers.