Computer-aided econometrics
Computer-aided econometrics
复制标题
计算机辅助计量经济学
DOI：
10.1201/9780203911570
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发表时间：
2003
期刊：
影响因子：
--
通讯作者：
D. Giles
中科院分区：
文献类型：
--
作者：
D. Giles
引入大数据集的若干方法论问题在相依数据的Bootstrap覆盖率的线性回归模型中寻找模型选择的最优惩罚有限样本模拟检验在相依数据的Bootstrap覆盖率线性回归模型中模型选择的最优罚金综合和协整经济变量的替代因果检验和预测精度检验在综合和协整经济变量存在下的替代因果检验和预测精度检验半年度数据的经验似然估计量在单位根检验下的有限样本性能的模拟方法贝叶斯经济计量模型的贝叶斯推断在相依回归模型中的贝叶斯推理求取最优调整参数、估计和检验基本面股票价格的计算密集型方法：来自模拟经济的证据神经网络：一种具有向量自回归的经济计量工具实时预测：虚假漂移、结构变化、结构变化、贝叶斯推理基于模糊C均值聚类算法的截距修正计量经济模型计量经济模型的非参数Bootstrap规范检验经济增长对生活水平的影响：一个半参数分析指标
Introduction Some Methodological Questions Arising from Large Data Sets Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions Finding Optimal Penalties for Model Selection in the Linear Regression Model On Bootstrap Coverage Probability with Dependent Data A Comparison of Alternative Causality and Predictive Accuracy Tests in the Presence of Integrated and Cointegrated Economic Variables Finite Sample Performance of the Empirical Likelihood Estimator Under Endogeneity Testing for Unit Roots in Semiannual Data Using Simulation Methods for Bayesian Econometric Models Bayesian Inference in the Seemingly Unrelated Regressions Model Computationally Intensive Methods for Deriving Optimal Trimming Parameters Estimating and Testing Fundamental Stock Prices: Evidence from Simulated Economies Neural Networks: An Econometric Tool Real-Time Forecasting with Vector Autoregressions: Spurious Drift, Structural Change, and Intercept Correction Econometric Modeling Based on Pattern Recognition via the Fuzzy C-Means Clustering Algorithm Nonparametric Bootstrap Specification Testing in Econometric Models The Effect of Economic Growth on Standard of Living: A Semiparametric Analysis Index
影响因子：
6.1
作者：
GEWEKE, J
通讯作者：
GEWEKE, J