Advances in Econometrics, Volume 6: Computation and Simulation

Editors: Thomas B. Fomby (SMU), George F. Rhodes, Jr. (Colorado State U)

Copyright 1987 by JAI PRESS INC. Greenwich, Connecticut ISBN: 0-89232-795-2

• Introduction, Thomas B. Fomby and George Rhodes, Jr. 
• Monte Carlo Testing for Heteroscedasticity in Equation Systems, Ronald Bewley and Henri Theil. 
• The Ridge Regression Monte Carlo Controversy: Where Do We Stand? Thomas B. Fomby. 
• Computer Algebra: Symbolic and Algebraic Computation in Economic/Econometric Applications. K.J. Hayes, Joseph G. Hirschberg and D.J. Slottje. 
• Monte Carlo Experimentation Using PC-Naive, David F. Hendry and Adrian J. Neale. 
• Modeling Multicollinearity and Extrapolation in Monte Carlo Experiments on Regression, R. Carter Hill. 
• Nonparametric Monte Carlo Estimations of Rational Expectations Estimators and Their t Ratios, Simon Power and Aman Ullah. 
• Validating Simulation Studies, George F. Rhodes, Jr. 
• Some Advances in Bayesian Estimation Methods Using Monte Carlo Integration, Herman K. van Dijik.