AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT

Paolo Paruolo

Econometric Theory, 2005, vol. 21, issue 1, 78-84

Abstract: This note discusses the (dis-)similarities between automated inference and computer-aided decisions, at the interface of econometrics and economics. It is argued that computer-aided decisions are best suited for scientific communication. For the future, the topic of learning is singled out as one of the most promising areas of integration of econometric techniques and economics.I thank Peter Phillips and an anonymous referee for useful remarks on a previous version of this comment. The usual disclaimer applies.

Date: 2005
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Working Paper: Automated Inference and the Future of Econometrics: A comment (2004)
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