An edition of Computer-aided econometrics (2003)

Computer-aided econometrics

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Last edited by MARC Bot
December 14, 2022 | History
An edition of Computer-aided econometrics (2003)

Computer-aided econometrics

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Publish Date
Publisher
M. Dekker, CRC Press
Language
English
Pages
507

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Previews available in: English

Edition Availability
Cover of: Computer-aided econometrics
Computer-aided econometrics
2003, M. Dekker, CRC Press
in English

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Book Details


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.

Edition Notes

Includes bibliographical references and index.

Published in
New York
Series
Statistics, textbooks and monographs ;, 169

Classifications

Library of Congress
HB139 .C647 2003, HB139.C647 2003, HB141 .C655 2003eb, HB141 .C655 2003

The Physical Object

Pagination
xxv, 507 p. :
Number of pages
507

ID Numbers

Open Library
OL3324694M
Internet Archive
isbn_9780824742713
ISBN 10
0824742710
LCCN
2004297876
OCLC/WorldCat
52831763, 53898881

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December 14, 2022 Edited by MARC Bot import existing book
April 9, 2019 Created by MARC Bot import existing book