MARC record from Internet Archive

LEADER: 02825cam 2200301 a 4500
001 9922453410001661
005 20150423143839.0
008 030812s2003 nyua b 001 0 eng c
020 $a0824742710
035 $a(CSdNU)u168223-01national_inst
035 $a(OCoLC)52831763
035 $a(OCoLC)52831763
040 $aZCU$cZCU$dEYE
042 $apcc
049 $aCNUM
050 4 $aHB141$b.C655 2003
245 00 $aComputer-aided econometrics /$cDavid E.A. Giles.
260 $aNew York :$bM. Dekker,$cc2003.
300 $axxv, 507 p. :$bill. ;$c24 cm.
440 0 $aStatistics, textbooks and monographs ;$v169
504 $aIncludes bibliographical references and index.
505 0 $aSome 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 $aEconometrics$xComputer simulation.
650 0 $aEconometrics$xComputer programs.
700 1 $aGiles, David E. A.,$d1949-
949 $aHB 141 .C655 2003$i31786101602891
994 $a92$bCNU
999 $aHB 141 .C655 2003$wLC$c1$i31786101602891$d3/4/2004$f3/4/2004$g1 $lCIRCSTACKS$mNULS$rY$sY$tBOOK$u9/24/2003