- 520 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
eBook - ePub
Computer-Aided Econometrics
About this book
Emphasizing the impact of computer software and computational technology on econometric theory and development, this textpresents 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 meth
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Yes, you can access Computer-Aided Econometrics by David E. A. Giles in PDF and/or ePUB format, as well as other popular books in Economics & Mathematics General. We have over one million books available in our catalogue for you to explore.
Information
Table of contents
- Cover
- Half Title
- Series Page
- Title Page
- Copyright Page
- Preface
- Table of Contents
- Contributors
- Introduction
- Half Title
- 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
- Index