MARC Record from Library of Congress

LEADER: 03580cam a2200361 a 4500
001 2009025907
003 DLC
005 20100212180007.0
008 090623s2009 enka b 001 0 eng
010 $a 2009025907
015 $aGBA942031$2bnb
016 7 $a015170077$2Uk
020 $a9780470743850
020 $a0470743859
035 $a(OCoLC)ocn319499406
040 $aDLC$cDLC$dBTCTA$dBWKUK$dBWK$dYDXCP$dBWX$dSHH$dUKM$dDLC
050 00 $aHB143.5$b.H357 2009
082 00 $a330.0285/555$222
245 00 $aHandbook of computational econometrics /$cedited by David A. Belsley, Erricos Kontoghiorghes.
260 $aChichester, U.K. :$bWiley,$c2009.
300 $axviii, 496 p. :$bill. ;$c26 cm.
504 $aIncludes bibliographical references and index.
505 0 $aEconometric software -- The accuracy of econometric software -- Heuristic optimization methods in econometrics -- Algorithms for minimax and expected value optimization -- Nonparametric estimation -- Bootstrap hypothesis testing -- Simulation-based Bayesian econometric inference: principles and some recent computational advances -- Econometric analysis with vector autoregressive models -- Statistical signal extraction and filtering: a partial survey -- Concepts of and tools for nonlinear time-series modelling -- Network economics.
520 $a"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.
520 $a"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.
650 0 $aEconometrics$xComputer programs.
650 0 $aEconomics$xStatistical methods.
650 0 $aEconometrics$xData processing.
700 1 $aBelsley, David A.
700 1 $aKontoghiorghes, Erricos John.
856 42 $3Cover image$uhttp://catalogimages.wiley.com/images/db/jimages/9780470743850.jpg
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0913/2009025907-d.html
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/enhancements/fy0913/2009025907-t.html