05580nam 2200697Ia 450 991013992540332120170810173319.01-282-27912-297866122791260-470-74891-50-470-74890-7(CKB)1000000000794240(EBL)454349(OCoLC)441893051(SSID)ssj0000167289(PQKBManifestationID)11158984(PQKBTitleCode)TC0000167289(PQKBWorkID)10169247(PQKB)11552848(MiAaPQ)EBC454349(EXLCZ)99100000000079424020090623d2009 uy 0engur|n|---|||||txtccrHandbook of computational econometrics[electronic resource] /edited by David A. Belsley, Erricos KontoghiorghesChichester, West Sussex, U.K. ;Hoboken, N.J. Wileyc20091 online resource (516 p.)Wiley Series in Computational StatisticsDescription based upon print version of record.0-470-74385-9 Includes bibliographical references and index.Handbook of Computational Econometrics; Contents; List of Contributors; Preface; 1 Econometric software; 1.1 Introduction; 1.2 The nature of econometric software; 1.2.1 The characteristics of early econometric software; 1.2.2 The expansive development of econometric software; 1.2.3 Econometric computing and the microcomputer; 1.3 The existing characteristics of econometric software; 1.3.1 Software characteristics: broadening and deepening; 1.3.2 Software characteristics: interface development; 1.3.3 Directives versus constructive commands; 1.3.4 Econometric software design implications1.4 ConclusionAcknowledgments; References; 2 The accuracy of econometric software; 2.1 Introduction; 2.2 Inaccurate econometric results; 2.2.1 Inaccurate simulation results; 2.2.2 Inaccurate GARCH results; 2.2.3 Inaccurate VAR results; 2.3 Entry-level tests; 2.4 Intermediate-level tests; 2.4.1 NIST Statistical Reference Datasets; 2.4.2 Statistical distributions; 2.4.3 Random numbers; 2.5 Conclusions; Acknowledgments; References; 3 Heuristic optimization methods in econometrics; 3.1 Traditional numerical versus heuristic optimization methods; 3.1.1 Optimization in econometrics3.1.2 Optimization heuristics3.1.3 An incomplete collection of applications of optimization heuristics in econometrics; 3.1.4 Structure and instructions for use of the chapter; 3.2 Heuristic optimization; 3.2.1 Basic concepts; 3.2.2 Trajectory methods; 3.2.3 Population-based methods; 3.2.4 Hybrid metaheuristics; 3.3 Stochastics of the solution; 3.3.1 Optimization as stochastic mapping; 3.3.2 Convergence of heuristics; 3.3.3 Convergence of optimization-based estimators; 3.4 General guidelines for the use of optimization heuristics; 3.4.1 Implementation; 3.4.2 Presentation of results3.5 Selected applications3.5.1 Model selection in VAR models; 3.5.2 High breakdown point estimation; 3.6 Conclusions; Acknowledgments; References; 4 Algorithms for minimax and expected value optimization; 4.1 Introduction; 4.2 An interior point algorithm; 4.2.1 Subgradient of (x) and basic iteration; 4.2.2 Primal-dual step size selection; 4.2.3 Choice of c and μ; 4.3 Global optimization of polynomial minimax problems; 4.3.1 The algorithm; 4.4 Expected value optimization; 4.4.1 An algorithm for expected value optimization4.5 Evaluation framework for minimax robust policies and expected value optimizationAcknowledgments; References; 5 Nonparametric estimation; 5.1 Introduction; 5.1.1 Comments on software; 5.2 Density estimation; 5.2.1 Some illustrations; 5.3 Nonparametric regression; 5.3.1 An illustration; 5.3.2 Multiple predictors; 5.3.3 Some illustrations; 5.3.4 Estimating conditional associations; 5.3.5 An illustration; 5.4 Nonparametric inferential techniques; 5.4.1 Some motivating examples; 5.4.2 A bootstrap-t method; 5.4.3 The percentile bootstrap method; 5.4.4 Simple ordinary least squares regression5.4.5 Regression with multiple predictorsHandbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book:Provides self-contained treatments of issues in computational economWiley Series in Computational StatisticsEconometricsComputer programsEconomicsStatistical methodsEconometricsData processingElectronic books.EconometricsComputer programs.EconomicsStatistical methods.EconometricsData processing.330.015195330.0285/555330.0285555Belsley David A102929Kontoghiorghes Erricos John614404MiAaPQMiAaPQMiAaPQBOOK9910139925403321Handbook of computational econometrics2146232UNINA02407nas 2200661-a 450 991089283000332120240922213015.0(DE-599)ZDB2246980-1(CKB)960239126838(CONSER)---92645642-(EXLCZ)9996023912683819911212a19919999 --o -rusSvobodnai͡a myslʹMoskva Izd-vo "Pravda"1991-1 online resourceRefereed/Peer-reviewedTitle from cover.Publisher varies.Print version: Svobodnai͡a myslʹ (Moscow, Russia : 1991) (DLC) 92645642 (OCoLC)24940226 0869-4435 Mezhunarodnyʹi obshchestvennyi zhurnalInternational social sciences journalSvobodnai͡a myslʹ-XXISVOBODNAYA MYSL TEORETICHESKII I POLITICHESKII ZHURNALSvob. mislʹPolitical sciencePeriodicalsPolitical scienceRussia (Federation)Periodicals86.00 law: general(NL-LeOCL)077607724bcl89.00 political science: general(NL-LeOCL)077608682bclPolitics and governmentfast(OCoLC)fst01919741Political sciencefast(OCoLC)fst01069781COMMUNIST PARTIESunbistPOLITICAL SCIENCEunbistRUSSIAN FEDERATIONunbistRussia (Federation)Politics and governmentPeriodicalsSoviet UnionPolitics and governmentPeriodicalsRussia (Federation)fasthttps://id.oclc.org/worldcat/entity/E39PBJhhmCp3jtcMQbx3WgpXVCSoviet UnionfastRussiagttURSSPolitique et gouvernementPériodiquesPeriodicals.fastPeriodicals.lcgftperiodicals.aatPériodiques.rvmgfPolitical sciencePolitical science86.00 law: general.89.00 political science: general.Politics and government.Political science.COMMUNIST PARTIES.POLITICAL SCIENCE.RUSSIAN FEDERATION.JOURNAL9910892830003321exl_impl conversionSvobodnai͡a myslʹ4231147UNINA