Computer-Aided Econometrics (eBook, PDF)

Redaktion: Giles, David E. A.

• Format: PDF

Produktbeschreibung

Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practices-focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.

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Produktdetails

• Verlag: Taylor & Francis eBooks
• Seitenzahl: 520
• Erscheinungstermin: 18. Juni 2003
• Englisch
• ISBN-13: 9780203911570
• Artikelnr.: 38171237

Autorenporträt

Giles\, David E. A.

Inhaltsangabe

1. Some Methodological Questions Arising from Large Data Sets 2.
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 3.
Finding Optimal Penalties for Model Selection in the Linear Regression
Model 4. On Bootstrap Coverage Probability with Dependent Data 5. A
Comparison of Alternative Causality and Predictive Accuracy Tests in the
Presence of Integrated and Cointegrated Economic Variables 6. Finite Sample
Performance of the Empirical Likelihood Estimator Under Endogeneity 7.
Testing for Unit Roots in Semiannual Data 8. Using Simulation Methods for
Bayesian Econometric Models 9. Bayesian Inference in the Seemingly
Unrelated Regressions Model 10. Computationally Intensive Methods for
Deriving Optimal Trimming Parameters 11. Estimating and Testing Fundamental
Stock Prices: Evidence from Simulated Economies 12. Neural Networks: An
Econometric Tool 13. Real-Time Forecasting with Vector Autoregressions:
Spurious Drift, Structural Change, and Intercept Correction 14. Econometric
Modeling Based on Pattern Recognition via the Fuzzy C-Means Clustering
Algorithm 15. Nonparametric Bootstrap Specification Testing in Econometric
Models 16. The Effect of Economic Growth on Standard of Living: A
Semiparametric Analysis