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Applied econometrics using the SAS system / / Vivek B. Ajmani
| Applied econometrics using the SAS system / / Vivek B. Ajmani |
| Autore | Ajmani Vivek B |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, 2008 |
| Descrizione fisica | 1 online resource (329 p.) |
| Disciplina |
330.015195
330.0285/555 330.0285555 |
| Soggetto topico |
Econometrics - Computer programs
Econometria |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-282-18819-4
9786612188190 0-470-37790-9 0-470-37789-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
APPLIED ECONOMETRICS USING THE SAS(®) SYSTEM; CONTENTS; Preface; Acknowledgments; 1 Introduction to Regression Analysis; 2 Regression Analysis Using Proc IML and Proc Reg; 3 Hypothesis Testing; 4 Instrumental Variables; 5 Nonspherical Disturbances and Heteroscedasticity; 6 Autocorrelation; 7 Panel Data Analysis; 8 Systems of Regression Equations; 9 Simultaneous Equations; 10 Discrete Choice Models; 11 Duration Analysis; 12 Special Topics; Appendix A Basic Matrix Algebra for Econometrics; Appendix B Basic Matrix Operations in Proc IML
Appendix C Simulating the Large Sample Properties of the OLS EstimatorsAppendix D Introduction to Bootstrap Estimation; Appendix E Complete Programs and Proc IML Routines; References; Index |
| Record Nr. | UNINA-9910143082503321 |
Ajmani Vivek B
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| Hoboken, NJ, : Wiley, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Computable foundations for economics / / K. Vela Velupillai
| Computable foundations for economics / / K. Vela Velupillai |
| Autore | Velupillai Kumaraswamy <1947-, > |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2010 |
| Descrizione fisica | 1 online resource (513 p.) |
| Disciplina | 330.01/5915 |
| Collana | Routledge advances in experimental and computable economics |
| Soggetto topico |
Econometrics
Economics, Mathematical Econometrics - Computer programs |
| Soggetto genere / forma | Electronic books. |
| ISBN |
9786613831880
1-283-51943-7 1-134-25337-0 0-203-00207-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Computable Foundations for Economics; Copyright; Contents; Preface; General introduction; PART I Foundations; 1 The uncomputable, the nonconstructive and the undecidable in mathematical economics; 2 Advanced computational complexity theory from an elementary standpoint; 3 Economic dynamics and computation - recursion theoretic foundations for the Icarus tradition; 4 Let's take the con out of mathematical economics; PART II General equilibrium theory; 5 Effectivity and constructivity in economic theory; 6 Algorithmic foundations of computable general equilibrium theory
7 Uncomputability and undecidability in economic theoryPART III Methodology; 8 The unreasonable ineffectivity of mathematics in economics; 9 Aconstructive interpretation of Sraffa's mathematical economics; 10 The computable alternative in the formalization of economics: a counterfactual essay; PART IV Simon's behavioural economics: a computable vision; 11 Computable rationality, computation universality and adaptive behaviour; 12 Boundedly rational choice and satisficing decisions; 13 Arithmetic games, beavers and behavioural economics; Appendix 1 Artificing a rationally unbounded life Appendix 2 The logic of discovery, problem solving and retroductionAppendix 3 Herbert Simon's letters regarding Computable Economics; PART V Inductive reflections; 14 De-mystifying induction, falsification and other Popperian extravaganzas; 15 Re-reading Jevons's Principles of Science - induction redux; 16 Impossibility of effectively computable inductive policies in a complex dynamic economy; PART VI Concluding notes; 17 Epilogue - a research program for the algorithmic social sciences; Author index; Subject index |
| Record Nr. | UNINA-9910465238703321 |
|
Velupillai Kumaraswamy <1947-, >
|
||
| Abingdon, Oxon : , : Routledge, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Computable foundations for economics / / K. Vela Velupillai
| Computable foundations for economics / / K. Vela Velupillai |
| Autore | Velupillai Kumaraswamy <1947-, > |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2010 |
| Descrizione fisica | 1 online resource (513 p.) |
| Disciplina | 330.01/5915 |
| Collana | Routledge advances in experimental and computable economics |
| Soggetto topico |
Econometrics
Economics, Mathematical Econometrics - Computer programs |
| ISBN |
1-134-25336-2
9786613831880 1-283-51943-7 1-134-25337-0 0-203-00207-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Computable Foundations for Economics; Copyright; Contents; Preface; General introduction; PART I Foundations; 1 The uncomputable, the nonconstructive and the undecidable in mathematical economics; 2 Advanced computational complexity theory from an elementary standpoint; 3 Economic dynamics and computation - recursion theoretic foundations for the Icarus tradition; 4 Let's take the con out of mathematical economics; PART II General equilibrium theory; 5 Effectivity and constructivity in economic theory; 6 Algorithmic foundations of computable general equilibrium theory
7 Uncomputability and undecidability in economic theoryPART III Methodology; 8 The unreasonable ineffectivity of mathematics in economics; 9 Aconstructive interpretation of Sraffa's mathematical economics; 10 The computable alternative in the formalization of economics: a counterfactual essay; PART IV Simon's behavioural economics: a computable vision; 11 Computable rationality, computation universality and adaptive behaviour; 12 Boundedly rational choice and satisficing decisions; 13 Arithmetic games, beavers and behavioural economics; Appendix 1 Artificing a rationally unbounded life Appendix 2 The logic of discovery, problem solving and retroductionAppendix 3 Herbert Simon's letters regarding Computable Economics; PART V Inductive reflections; 14 De-mystifying induction, falsification and other Popperian extravaganzas; 15 Re-reading Jevons's Principles of Science - induction redux; 16 Impossibility of effectively computable inductive policies in a complex dynamic economy; PART VI Concluding notes; 17 Epilogue - a research program for the algorithmic social sciences; Author index; Subject index |
| Record Nr. | UNINA-9910791924003321 |
|
Velupillai Kumaraswamy <1947-, >
|
||
| Abingdon, Oxon : , : Routledge, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Handbook of computational econometrics [[electronic resource] /] / edited by David A. Belsley, Erricos Kontoghiorghes
| Handbook of computational econometrics [[electronic resource] /] / edited by David A. Belsley, Erricos Kontoghiorghes |
| Pubbl/distr/stampa | Chichester, West Sussex, U.K. ; ; Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (516 p.) |
| Disciplina |
330.015195
330.0285/555 330.0285555 |
| Altri autori (Persone) |
BelsleyDavid A
KontoghiorghesErricos John |
| Collana | Wiley Series in Computational Statistics |
| Soggetto topico |
Econometrics - Computer programs
Economics - Statistical methods Econometrics - Data processing |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-27912-2
9786612279126 0-470-74891-5 0-470-74890-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 implications
1.4 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 econometrics 3.1.2 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 results 3.5 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 optimization 4.5 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 regression 5.4.5 Regression with multiple predictors |
| Record Nr. | UNINA-9910139925403321 |
| Chichester, West Sussex, U.K. ; ; Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Handbook of computational econometrics [[electronic resource] /] / edited by David A. Belsley, Erricos Kontoghiorghes
| Handbook of computational econometrics [[electronic resource] /] / edited by David A. Belsley, Erricos Kontoghiorghes |
| Pubbl/distr/stampa | Chichester, West Sussex, U.K. ; ; Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (516 p.) |
| Disciplina |
330.015195
330.0285/555 330.0285555 |
| Altri autori (Persone) |
BelsleyDavid A
KontoghiorghesErricos John |
| Collana | Wiley Series in Computational Statistics |
| Soggetto topico |
Econometrics - Computer programs
Economics - Statistical methods Econometrics - Data processing |
| ISBN |
1-282-27912-2
9786612279126 0-470-74891-5 0-470-74890-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 implications
1.4 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 econometrics 3.1.2 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 results 3.5 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 optimization 4.5 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 regression 5.4.5 Regression with multiple predictors |
| Record Nr. | UNINA-9910830811703321 |
| Chichester, West Sussex, U.K. ; ; Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Handbook of computational econometrics / / edited by David A. Belsley, Erricos Kontoghiorghes
| Handbook of computational econometrics / / edited by David A. Belsley, Erricos Kontoghiorghes |
| Pubbl/distr/stampa | Chichester, West Sussex, U.K. ; ; Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (516 p.) |
| Disciplina |
330.015195
330.0285/555 330.0285555 |
| Altri autori (Persone) |
BelsleyDavid A
KontoghiorghesErricos John |
| Collana | Wiley Series in Computational Statistics |
| Soggetto topico |
Econometrics - Computer programs
Economics - Statistical methods Econometrics - Data processing |
| ISBN |
9786612279126
9781282279124 1282279122 9780470748916 0470748915 9780470748909 0470748907 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 implications
1.4 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 econometrics 3.1.2 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 results 3.5 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 optimization 4.5 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 regression 5.4.5 Regression with multiple predictors |
| Record Nr. | UNINA-9911020105503321 |
| Chichester, West Sussex, U.K. ; ; Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
