REAL-TIME ECONOMETRICS
探讨决策者实时使用计量模型时面临的问题，识别关键阶段，强调自动化系统在减少数据窥探影响中的作用，并讨论构建自动化系统时的多种选择及文献中的处理方法。
This paper considers the problems facing decision makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated systems and discusses some of the possible ways advanced in the literature for dealing with them. The role of feedbacks from the decision maker's actions to the data generating process is also discussed and highlighted through an example.