Computer-Aided Econometrics

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