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"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.
"This project's main focus is to provide a handbook on all areas of computing that have a major impact, either directly or indirectly, on econometric techniques and modelling. The book sets out to introduce each topic along with a more in-depth look at methodologies used in computational econometrics, to include use of econometric software and evaluation, bootstrap testing, algorithms for control and optimization and looks at recent computational advances"--Provided by publisher.
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Previews available in: English
Showing 4 featured editions. View all 4 editions?
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1
Handbook of Computational Econometrics
2009, Wiley & Sons, Incorporated, John
in English
1282279122 9781282279124
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2
Handbook of Computational Econometrics
2009, Wiley & Sons, Incorporated, John
in English
0470748907 9780470748909
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3 |
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4
Handbook of Computational Econometrics
2009, Wiley & Sons, Limited, John
in English
0470748915 9780470748916
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September 17, 2021 | Created by ImportBot | Imported from Better World Books record |