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Item Details
| Title:
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HANDBOOK OF COMPUTATIONAL ECONOMETRICS
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| By: |
David A. Belsley (Editor), Erricos John Kontoghiorghes (Editor) |
| Format: |
Hardback |
| List price:
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£116.50 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0470743859 |
| ISBN 13: |
9780470743850 |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
14 August, 2009 |
| Series: |
Wiley Series in Computational Statistics |
| Pages: |
514 |
| Description: |
Examines the developments of computational econometrics and provides exemplary studies dealing with computational issues arising from a spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. |
| Synopsis: |
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. |
| Illustrations: |
Illustrations |
| Publication: |
US |
| Imprint: |
Wiley-Blackwell |
| Returns: |
Returnable |
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