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001 EBC216095
003 MiAaPQ
006 m o d |
007 cr cn|||||||||
008 040406s2003 nyua sb 001 0 eng d
010 _z 2004297876
016 _z20040005151
020 _z0824742710
035 _a(MiAaPQ)EBC216095
035 _a(Au-PeEL)EBL216095
035 _a(CaPaEBR)ebr10162015
035 _a(CaONFJC)MIL20477
035 _a(OCoLC)53898881
040 _aMiAaPQ
_cMiAaPQ
_dMiAaPQ
050 4 _aHB139
_b.C647 2003
245 0 0 _aComputer-aided econometrics
_h[electronic resource] /
_cedited by David E.A. Giles.
260 _aNew York :
_bM. Dekker,
_cc2003.
300 _axxv, 507 p. :
_bill.
490 1 _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.
533 _aElectronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650 0 _aEconometrics
_xComputer simulation.
650 0 _aEconometrics
_xComputer programs.
655 4 _aElectronic books.
700 1 _aGiles, David E. A.,
_d1949-
710 2 _aProQuest (Firm)
830 0 _aStatistics, textbooks and monographs ;
_vv. 169.
856 4 0 _uhttp://ezproxy01.ny.edu.hk:2048/login?url=https://ebookcentral.proquest.com/lib/ircp3g4/detail.action?docID=216095
_zClick to View
999 _c31749
_d31749