Computer-aided econometrics /

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Bibliographic Details
Other Authors: Giles, David E. A.
Format: Printed Book
Published: New York : M. Dekker, c2003.
Subjects:
Econometrics
Online Access:http://www.loc.gov/catdir/enhancements/fy0647/2004297876-d.html
Table of Contents:
  • 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.

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