A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
以对话形式呈现Clive Granger与David Hendry关于PcGets软件在数据建模中应用的问答，该软件基于约简理论实现线性回归模型的自动一般到特殊建模。
This paper presents a set of questions prepared by Clive Granger with responses by David Hendry on the use of PcGets (see Hendry and Krolzig, 2001) in data modeling and as a new research tool. PcGets is an Ox package (see Doornik, 2001) implementing automatic general-to-specific (Gets) modeling for linear regression models based on the theory of reduction, as in Hendry (1995, Ch. 9).