Mendeley出力
＜図書＞
Computer-aided econometrics
| 責任表示 | edited by David E.A. Giles |
|---|---|
| シリーズ | Statistics : textbooks and monographs ; 169 |
| データ種別 | 図書 |
| 出版情報 | New York : Marcel Dekker , c2003 |
| 本文言語 | 英語 |
| 大きさ | xxv, 507 p. : ill. ; 24 cm |
| 概要 | This text and reference volume contains 16 contributions written by a cross-section of the international econometrics community addressing recent work in the creative and "high end" aspects of computa...ional science as they apply to economists' mathematical models. An initial chapter discusses methodological questions arising from large data sets, followed by 15 chapters arranged in four sections: applications of simulation methods; Bayesian and related inference; econometric modeling; and nonparametric and semiparametric inference. Annotation (c)2003 Book News, Inc., Portland, OR (booknews.com) 続きを見る |
| 目次 | 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.続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | P 003/COMP/3 | 2003 |
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023212003003771 |
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書誌詳細
| 一般注記 | Includes bibliographical references and index |
|---|---|
| 著者標目 | Giles, David E. A., 1949- |
| 書誌ID | 1001386742 |
| ISBN | 0824742710 |
| NCID | BA63383316 |
| 巻冊次 | ISBN:0824742710 |
| 登録日 | 2009.11.02 |
| 更新日 | 2009.11.02 |