Belsley / Kontoghiorghes Handbook of Computational Econometrics

1. Auflage 2009
ISBN: 978-0-470-74890-9
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 514 Seiten, E-Book

Reihe: Wiley Series in Computational Statistics

Handbook of Computational Econometrics examines the state ofthe art of computational econometrics and provides exemplarystudies dealing with computational issues arising from a widespectrum of econometric fields including such topics asbootstrapping, the evaluation of econometric software, andalgorithms for control, optimization, and estimation. Each topic isfully introduced before proceeding to a more in-depth examinationof the relevant methodologies and valuable illustrations.
This book:
* Provides self-contained treatments of issues in computationaleconometrics with illustrations and invaluable bibliographies.
* Brings together contributions from leading researchers.
* Develops the techniques needed to carry out computationaleconometrics.
* Features network studies, non-parametric estimation,optimization techniques, Bayesian estimation and inference, testingmethods, time-series analysis, linear and nonlinear methods, VARanalysis, bootstrapping developments, signal extraction, softwarehistory and evaluation.
This book will appeal to econometricians, financialstatisticians, econometric researchers and students of econometricsat both graduate and advanced undergraduate levels.

Autoren/Hrsg.

Belsley, David A.

Kontoghiorghes, Erricos