Statistical Model Selection with `Big Data' by Sir David Hendry
On Wednesday 28th January, Sir David Hendry visited the ICMA Centre, and gave a joint ICMA Centre and Economics Department seminar on Statistical Model Selection with `Big Data''.
On Wednesday 28th January, Sir David Hendry visited the ICMA Centre, and gave a joint ICMA Centre and Economics Department seminar on Statistical Model Selection with `Big Data''.
Sir David has been the pre-eminent British econometrician for the last forty years, and was knighted for contributions to social science in 2007. He spoke to a large audience on the difficulties involved in selecting useful models when the complexity of the system is such that there are a huge number of candidate explanatory variables.
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