Part XIV. Automatic estimation

Table of Contents

auto_stage0 — elimination of non significative variables
auto_stage1 — search of a statistically admissible regression
auto_test — build specification tests function and vector of names
automatic — automatic general to specific regression
def_results — creation of two tlists for subsequent regressions
ols1a — ordinary least squares
ols2a — ordinary least squares
ols3a — ordinary least squares
test_spec0 — five specification tests