Computer-aided econometrics
By: edited by David E.A. Giles.
Contributors: Giles, David E. A., 1949-
Series: Statistics, textbooks and monographs ;; 169
Publisher: M. Dekker; CRC Press
Published: 2003
Place of publication: New York
Language: eng
Number of pages: 507
Subjects: Econometrics -- Computer simulation.; Econometrics -- Computer programs.
Notes: Includes bibliographical references and index.
Table of contents: title: Some methodological questions arising from large data sets / Clive W.J. Granger; title: Finite-sample simulation-based tests in seemingly unrelated regressions / Jean-Marie Dufour and Lynda Khalaf; title: Finding optimal penalties for model selection in the linear regression model / Maxwell L. King and Gopal K. Bose; title: On bootstrap coverage probability with dependent data / Janis J. Zvingelis; title: A comparison of alternative causality and predictive accuracy tests in the presence of integrated and cointegrated economic variables integrated and cointegrated economic variables / Norman R. Swanson, Ataman Ozyildirim, and Maria Pisu; title: Finite sample performance of the empirical likelihood estimator under endogeneity / Ron C. Mittelhammer and George G. Judge; title: Testing for unit roots in semiannual data / Sandra G. Feltham and David E.A. Giles; title: Using simulation methods for Bayesian econometric models / John Geweke, William McCausland, and John Stevens; title: Bayesian inference in the seemingly unrelated regressions model / William E. Griffiths; title: Computationally intensive methods for deriving optimal trimming parameters / Marco van Akkeren; title: Estimating and testing fundamental stock prices : evidence from simulated economies / R. Glen Donaldson and Mark J Kamstra; title: Neural networks: an econometric tool / Johan F. Kaashoek and Herman K. van Dijk; title: Real-time forecasting with vector autoregressions: spurious drift, structural change, and intercept correction / Ronald Bewley; title: Econometric modeling based on pattern recognition via the fuzzy C-means clustering algorithm / David E.A. Giles and Robert Draeseke; title: Nonparametic bootstrap specification testing in econometric models / Tae-Hwy Lee and Aman Ullah; title: Effect of economic growth on standard of living: a semiparametric analysis / Nilanjana Roy.