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