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Computer-aided econometrics

David E. A Giles 1949-

New York M. Dekker c2003

Localização: EPEL - Esc. Politécnica-Bib Eng Eletr    (330.115 C738 ) e outros locais(Acessar)

  • Título:
    Computer-aided econometrics
  • Autor: David E. A Giles 1949-
  • Assuntos: Econometrics -- Computer simulation; Econometrics -- Computer programs; ECONOMETRIA (SIMULAÇÃO COMPUTACIONAL)
  • Notas: Includes bibliographical references and index
  • Descrição: Conteúdo: Some methodological questions arising from large data sets / Clive W.J. Granger -- Finite-sample simulation-based tests in seemingly unrelated regressions / Jean-Marie Dufour and Lynda Khalaf -- Finding optimal penalties for model selection in the linear regression model / Maxwell L. King and Gopal K. Bose -- On bootstrap coverage probability with dependent data / Janis J. Zvingelis -- 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 -- Finite sample performance of the empirical likelihood estimator under endogeneity / Ron C. Mittelhammer and George G. Judge -- Testing for unit roots in semiannual data / Sandra G. Feltham and David E.A. Giles -- Using simulation methods for Bayesian econometric models / John Geweke, William McCausland, and John Stevens -- Bayesian inference in the seemingly unrelated regressions model / William E. Griffiths -- Computationally intensive methods for deriving optimal trimming parameters / Marco van Akkeren -- Estimating and testing fundamental stock prices : evidence from simulated economies / R. Glen Donaldson and Mark J Kamstra -- Neural networks: an econometric tool / Johan F. Kaashoek and Herman K. van Dijk -- Real-time forecasting with vector autoregressions: spurious drift, structural change, and intercept
    correction / Ronald Bewley -- Econometric modeling based on pattern recognition via the fuzzy C-means clustering algorithm / David E.A. Giles and Robert Draeseke -- Nonparametic bootstrap specification testing in econometric models / Tae-Hwy Lee and Aman Ullah -- Effect of economic growth on standard of living: a semiparametric analysis / Nilanjana Roy
  • Títulos relacionados: Série:Statistics, textbooks and monographs 169
  • Editor: New York M. Dekker
  • Data de publicação: c2003
  • Formato: xxv, 507 p. ill. 24 cm.
  • Idioma: Inglês

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