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Computer-aided econometrics /

Λεπτομέρειες βιβλιογραφικής εγγραφής
Άλλοι συγγραφείς: Giles, David E. A.
Μορφή: Printed Book
Έκδοση: New York : M. Dekker, c2003.
Θέματα:
Διαθέσιμο Online:http://www.loc.gov/catdir/enhancements/fy0647/2004297876-d.html
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245 0 0 |a Computer-aided econometrics /  |c edited by David E.A. Giles. 
260 |a New York :  |b M. Dekker,  |c c2003. 
300 |a xxv, 507 p. :  |b ill. ; 
504 |a Includes bibliographical references and index. 
505 0 |a 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. 
650 0 |a Econometrics 
650 0 |a Econometrics 
700 1 |a Giles, David E. A., 
856 4 2 |u http://www.loc.gov/catdir/enhancements/fy0647/2004297876-d.html 
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