最近流行りのデータマイニングの手法を経済モデルに応用した事例は無いのか、とふと思い立ってぐぐってみたところ、この論文が引っ掛かった。以下はその要旨。 This paper examines the efficacy of the general-to-specific modeling approach associated with the LSE school of econometrics using a simulation framework. A mechanical algorithm is developed which mimics some aspects of the search procedures used by LSE practitioners. The algorithm is tested using 1000 replications of each