Revisiting data mining: ‘hunting’ with or without a license

REFERENCES

• Granger, C.W.J. (1990) Modelling economic series: readings on the methodology of econometric modelling, Oxford: Oxford University Press.
   Google Scholar
• Granger, C.W.J. and Newbold, P. (1974) ‘Spurious regressions in econometrics’, Journal of Econometrics 2: 111-20.
   Google Scholar
• Gujarati, D.N. (1995) Basic Econometrics, 3rd ed, New York: McGraw-Hill.
   Google Scholar
• Hendry, D.F. (1993) Econometrics: alchemy or science?, Oxford: Blackwell.
   Google Scholar
• Hendry, D.F. (1995) Dynamic Econometrics, Oxford: Oxford University Press.
   Google Scholar
• Hendry, D.F. and Mizon G.E. (1978) ‘Serial correlation as a convenient simplification not a nuisance: a comment on a study of the demand for money by the Bank of England’, Economic Journal 88: 549-63.
   Google Scholar
• Hoover, K.D. and Perez, S.J. (2000) ‘Three Attitudes towards Data-mining’, Journal of Economic Methodology 7: 195-210.
   Google Scholar
• Intriligator, M.D. (1978) Econometric Models, Techniques and Applications, Amsterdam: North-Holland.
   Google Scholar
• Jonhston, J. and Dinardo J. (1997) Econometric Methods, 4th edn, New York: McGraw-Hill.
   Google Scholar
• Kennedy, P. (1998) A guide to Econometrics, 4th edn, Cambridge MA: The MIT Press.
   Google Scholar
• Kragh, H. (1999) Quantum generations, New Jersey: Princeton University Press.
   Google Scholar
• Leamer, E. (1978) Specification searches: ad hoc inference with nonexperimental data, New York: Wiley.
   Google Scholar
• ------ (1983) ‘Let’s take the con out of econometrics’, American Economic Review 73: 31-43.
   Google Scholar
• Lovell, M.C. (1983) ‘Data Mining’, The Review of Economics and Statistics 65: 1-12.
   Google Scholar
• Mayo, D.G. (1996) Error and the growth of experimental knowledge, Chicago: University of Chicago Press.
   Google Scholar
• Mayo, D.G. and Spanos A. (1999) ‘Self-correcting statistical inferences: understanding misspecification testing’, mimeo, Virginia Tech.
   Google Scholar
• Mayer, T. (2000) ‘Data mining: a reconsideration’, Journal of Economic Methodology 7: 183-94.
   Google Scholar
• McGuirk, A., Driscoll, P. and Alwang, J. (1993) ‘Misspecification testing: a comprehensive approach’, American Journal of Agricultural Economics 75: 1044-55.
   Google Scholar
• Mizon, G.E. and Richard, J.-F. (1986) ‘The encompassing principle and its application to testing non-tested hypotheses’, Econometrica 54: 657-78.
   Google Scholar
• Perrin, J. (1913) Atoms, trans. D.L. Hammick, Woodbridge, Connecticut: Ox Bow Press.
   Google Scholar
• Phillips, P.C.B. (1986) ‘Understanding spurious regression in econometrics’, Journal of Econometrics 33: 311-40.
   Google Scholar
• Spanos, A. (1986) Statistical foundations of econometric modelling, Cambridge: Cambridge University Press.
   Google Scholar
• ------ (1987) ‘Error autocorrelatin revisited: theAR(1) case’, Econometric Reviews 6: 285-94.
   Google Scholar
• ------ (1988) ‘Towards a unifying methodological framework for econometric modelling’, Economic Notes 17: 107-34.
   Google Scholar
• ------ (1989) ‘On re-reading Haavelmo: a retrospective view of econometric modeling’, Econometric Theory 5: 405-29.
   Google Scholar
• ------ (1992) ‘Joint misspecification tests in linear regression’, mimeograph, Virginia Polytechnic Institute and State University.
   Google Scholar
• ------ (1994) ‘On modeling heteroskedasticity: the student’s t and elliptical regression models, Econometric Theory 10: 286-315.
   Google Scholar
• ------ (1995a) ‘On normality and the liner regression model’, Econometric Reviews 14: 195-203.
   Google Scholar
• ------ (1995b) ‘On theory testing in econometrics: modeling with nonexperimental data’, Journal of Econometrics 67: 189-226.
   Google Scholar
• ------ (1998) ‘Econometric testing’, in The Handbook of Economic Methodology edited by J.B. Davis, D.W. Hands and U. Maki (eds), Edward Elgar, pp. 116-30.
   Google Scholar
• ------ (1999) Probability theory and statistical inference: econometric modeling with observational data, Cambridge: Cambridge University Press.
   Google Scholar
• ------ forthcoming ‘Time series and dynamic models’, in B. Baltagi (ed) Companion volume in Theoretical Econometrics Oxford: Basil Blackwell.
   Google Scholar
• Wallis, K. (1973) Topics in Applied Econometrics, London: Gray-Mills.
   Google Scholar