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Handbook of Computational Econometrics (Hardcover)
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Handbook of Computational Econometrics (Hardcover)
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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.
General
Imprint: |
John Wiley & Sons
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Country of origin: |
United States |
Release date: |
August 2009 |
First published: |
October 2009 |
Authors: |
DA Belsley
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Dimensions: |
253 x 175 x 33mm (L x W x T) |
Format: |
Hardcover
|
Pages: |
514 |
ISBN-13: |
978-0-470-74385-0 |
Categories: |
Books >
Business & Economics >
Economics >
Econometrics >
General
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LSN: |
0-470-74385-9 |
Barcode: |
9780470743850 |
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