MARC details
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06712cam a22004094i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20221101222730.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
090904s2009 enka bf 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2009025907 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
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| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0470743859 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780470743850 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(ATU)b11591377 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)319499406 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
BTCTA |
| -- |
BWKUK |
| -- |
BWK |
| -- |
YDXCP |
| -- |
BWX |
| -- |
ATU |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HB143.5 |
| Item number |
.H357 2009 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
330.0285555 |
| Edition number |
22 |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
Handbook of computational econometrics / |
| Statement of responsibility, etc. |
edited by David A. Belsley, Erricos Kontoghiorghes. |
| 246 11 - VARYING FORM OF TITLE |
|---|
| Title proper/short title |
Computational econometrics |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Chichester, U.K. : |
| Name of producer, publisher, distributor, manufacturer |
Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2009. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xviii, 496 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
26 cm |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Miscellaneous information |
1. |
| Title |
Econometric software / |
| Statement of responsibility |
Charles G. Renfro -- |
| Miscellaneous information |
1.1. |
| Title |
Introduction -- |
| Miscellaneous information |
1.2. |
| Title |
The nature of econometric software -- |
| Miscellaneous information |
1.3. |
| Title |
The existing characteristics of econometric software -- |
| Miscellaneous information |
1.4. |
| Title |
Conclusion -- |
| Miscellaneous information |
2. |
| Title |
The accuracy of econometric software / |
| Statement of responsibility |
Bruce D. McCullough -- |
| Miscellaneous information |
2.1. |
| Title |
Introduction -- |
| Miscellaneous information |
2.2. |
| Title |
Inaccurate econometric results -- |
| Miscellaneous information |
2.3. |
| Title |
Entry-level tests -- |
| Miscellaneous information |
2.4. |
| Title |
Intermediate-level tests -- |
| Miscellaneous information |
2.5. |
| Title |
Conclusions -- |
| Miscellaneous information |
3. |
| Title |
Heuristic optimization methods in econometrics / |
| Statement of responsibility |
Manfred Gilli and Peter Winker -- |
| Miscellaneous information |
3.1. |
| Title |
Traditional numerical versus heuristic optimization methods -- |
| Miscellaneous information |
3.2. |
| Title |
Heuristic optimization -- |
| Miscellaneous information |
3.3. |
| Title |
Stochastics of the solution -- |
| Miscellaneous information |
3.4. |
| Title |
General guidelines for the use of optimization heuristics -- |
| Miscellaneous information |
3.5. |
| Title |
Selected applications -- |
| Miscellaneous information |
3.6. |
| Title |
Conclusions -- |
| Miscellaneous information |
4. |
| Title |
Algorithms for minimax and expected value optimization / |
| Statement of responsibility |
Panos Parpas and Berc Rustem -- |
| Miscellaneous information |
4.1. |
| Title |
Introduction -- |
| Miscellaneous information |
4.2. |
| Title |
An interior point algorithm -- |
| Miscellaneous information |
4.3. |
| Title |
Global optimization of polynomial minimax problems -- |
| Miscellaneous information |
4.4. |
| Title |
Expected value optimization -- |
| Miscellaneous information |
4.5. |
| Title |
Evaluation framework for minimax robust policies and expected value optimization -- |
| Miscellaneous information |
5. |
| Title |
Nonparametric estimation -- |
| Miscellaneous information |
5.1. |
| Title |
Introduction -- |
| Miscellaneous information |
5.2. |
| Title |
Density estimation -- |
| Miscellaneous information |
5.3. |
| Title |
Nonparametric regression -- |
| Miscellaneous information |
5.4. |
| Title |
Nonparametric inferential techniques -- |
| Miscellaneous information |
6. |
| Title |
Bootstrap hypothesis testing / |
| Statement of responsibility |
James G. MacKinnon -- |
| Miscellaneous information |
6.1. |
| Title |
Introduction -- |
| Miscellaneous information |
6.2. |
| Title |
Bootstrap and Monte Carlo tests -- |
| Miscellaneous information |
6.3. |
| Title |
Finite-sample properties of bootstrap tests -- |
| Miscellaneous information |
6.4. |
| Title |
Double bootstrap and fast double bootstrap tests -- |
| Miscellaneous information |
6.5. |
| Title |
Bootstrap data generating processes -- |
| Miscellaneous information |
6.6. |
| Title |
Multiple test statistics -- |
| Miscellaneous information |
6.7. |
| Title |
Finite-sample properties of bootstrap supF tests -- |
| Miscellaneous information |
6.8. |
| Title |
Conclusion -- |
| Miscellaneous information |
7. |
| Title |
Simulation-based Bayesian econometric inference: principles and some recent computational advances / |
| Statement of responsibility |
Lennart F. Hoogerheide, Herman K. van Dijk and Rutger D. van Oest -- |
| Miscellaneous information |
7.1. |
| Title |
Introduction -- |
| Miscellaneous information |
7.2. |
| Title |
A primer on Bayesian inference -- |
| Miscellaneous information |
7.3. |
| Title |
Simulation methods -- |
| Miscellaneous information |
7.4. |
| Title |
Concluding remarks -- |
| Miscellaneous information |
8. |
| Title |
Econometric analysis with vector autoregressive models / |
| Statement of responsibility |
Helmut Lutkepohl -- |
| Miscellaneous information |
8.1. |
| Title |
Introduction -- |
| Miscellaneous information |
8.2. |
| Title |
VAR processes -- |
| Miscellaneous information |
8.3. |
| Title |
Estimation of VAR models -- |
| Miscellaneous information |
8.4. |
| Title |
Model specification -- |
| Miscellaneous information |
8.5. |
| Title |
Model checking -- |
| Miscellaneous information |
8.6. |
| Title |
Forecasting -- |
| Miscellaneous information |
8.7. |
| Title |
Causality analysis -- |
| Miscellaneous information |
8.8. |
| Title |
Structural VARs and impulse response analysis -- |
| Miscellaneous information |
8.9. |
| Title |
Conclusions and extensions -- |
| Miscellaneous information |
9. |
| Title |
Statistical signal extraction and filtering: a partial survey / |
| Statement of responsibility |
D. Stephen G. Pollock -- |
| Miscellaneous information |
9.1. |
| Title |
Introduction: the semantics of filtering -- |
| Miscellaneous information |
9.2. |
| Title |
Linear and circular convolutions -- |
| Miscellaneous information |
9.3. |
| Title |
Local polynomial regression -- |
| Miscellaneous information |
9.4. |
| Title |
The concepts of the frequency domain -- |
| Miscellaneous information |
9.5. |
| Title |
The classical Wiener - Kolmogorov theory -- |
| Miscellaneous information |
9.6. |
| Title |
Matrix formulations -- |
| Miscellaneous information |
9.7. |
| Title |
Wiener - Kolmogorov filtering of short stationary sequences -- |
| Miscellaneous information |
9.8. |
| Title |
Filtering nonstationary sequences -- |
| Miscellaneous information |
9.9. |
| Title |
Filtering in the frequency domain -- |
| Miscellaneous information |
9.10. |
| Title |
Structural time-series models -- |
| Miscellaneous information |
9.11. |
| Title |
The Kalman filter and the smoothing algorithm -- |
| Miscellaneous information |
10. |
| Title |
Concepts of and tools for nonlinear time-series modelling / |
| Statement of responsibility |
Alessandra Amendola and Christian Francq -- |
| Miscellaneous information |
10.1. |
| Title |
Introduction -- |
| Miscellaneous information |
10.2. |
| Title |
Nonlinear data generating processes and linear models -- |
| Miscellaneous information |
10.3. |
| Title |
Testing linearity -- |
| Miscellaneous information |
10.4. |
| Title |
Probabilistic tools -- |
| Miscellaneous information |
10.5. |
| Title |
Identification, estimation and model adequacy checking -- |
| Miscellaneous information |
10.6. |
| Title |
Forecasting with nonlinear models -- |
| Miscellaneous information |
10.7. |
| Title |
Algorithmic aspects -- |
| Miscellaneous information |
10.8. |
| Title |
Conclusion -- |
| Miscellaneous information |
11. |
| Title |
Network economics / |
| Statement of responsibility |
Anna Nagurney -- |
| Miscellaneous information |
11.1. |
| Title |
Introduction -- |
| Miscellaneous information |
11.2. |
| Title |
Variational inequalities -- |
| Miscellaneous information |
11.3. |
| Title |
Transportation networks: user optimization versus system optimization -- |
| Miscellaneous information |
11.4. |
| Title |
Spatial price equilibria -- |
| Miscellaneous information |
11.5. |
| Title |
General economic equilibrium -- |
| Miscellaneous information |
11.6. |
| Title |
Oligopolistic market equilibria -- |
| Miscellaneous information |
11.7. |
| Title |
Variational inequalities and projected dynamical systems -- |
| Miscellaneous information |
11.8. |
| Title |
Dynamic transportation networks -- |
| Miscellaneous information |
11.9. |
| Title |
Supernetworks: applications to telecommuting decision making and teleshopping decision making -- |
| Miscellaneous information |
11.10. |
| Title |
Supply chain networks and other applications. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"Handbook 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 econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels"--Provided by publisher. |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Machine converted from AACR2 source record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics |
| General subdivision |
Computer programs |
| 9 (RLIN) |
769759 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Economics |
| General subdivision |
Statistical methods. |
| 9 (RLIN) |
316971 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics |
| General subdivision |
Data processing |
| 9 (RLIN) |
779799 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Belsley, David A., |
| Relator term |
editor. |
| 9 (RLIN) |
1075646 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Kontoghiorghes, Erricos John, |
| Relator term |
editor. |
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1075647 |
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Book |
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23-03-18 |
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eng |
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