Handbook of Computational Econometrics
David A. Belsley,Erricos Kontoghiorghes
ISBN: 9780470743850
Vydavateľstvo: Wiley
Rok vydania: 2009
Väzba: Hardback
Počet strán: 514
Dostupnosť: Na sklade
Pôvodná cena: 166,32 €
Výstavná cena:
124,74 €(t.j. po zľave 25%)
(Cena je uvedená vrátane 10% DPH)
Katalógová cena: 108 GBP
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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.