Handbook of computational econometrics

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Last edited by MARC Bot
July 1, 2019 | History

Handbook of computational econometrics

"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.

Publish Date
Publisher
Wiley
Language
English
Pages
496

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Previews available in: English

Edition Availability
Cover of: Handbook of computational econometrics
Handbook of computational econometrics
2009, Wiley
in English

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Book Details


Table of Contents

Econometric 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.

Edition Notes

Includes bibliographical references and index.

Published in
Chichester, U.K

Classifications

Dewey Decimal Class
330.0285/555
Library of Congress
HB143.5 .H357 2009, HB143.5

The Physical Object

Pagination
xviii, 496 p. :
Number of pages
496

ID Numbers

Open Library
OL24053126M
Internet Archive
handbookcomputat00bels
ISBN 10
0470743859
ISBN 13
9780470743850
LCCN
2009025907

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History

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July 1, 2019 Edited by MARC Bot import existing book
February 5, 2019 Created by MARC Bot import existing book