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PcGets is an Ox package (see Doornik, 2001) implementing automatic \ngeneral-to-specific (Gets) modeling for linear regression models based \non the theory of reduction, as in Hendry (1995, Ch. 9).<\/jats:p>","DOI":"10.1017\/s0266466605050164","type":"journal-article","created":{"date-parts":[[2005,4,25]],"date-time":"2005-04-25T14:15:35Z","timestamp":1114438535000},"page":"278-297","source":"Crossref","is-referenced-by-count":18,"title":["A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING"],"prefix":"10.1017","volume":"21","author":[{"given":"Clive W.J.","family":"Granger","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"David F.","family":"Hendry","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2005,2,8]]},"reference":[{"key":"S0266466605050164_ref010","doi-asserted-by":"crossref","unstructured":"Haldrup, N. , H. van Dijk , & D.F. 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