Computer-Aided Econometrics (Statistics, a Series of Textbooks and Monographs)

Computer-Aided Econometrics (Statistics, a Series of Textbooks and Monographs)

Editorial Reviews
Book Description
Emphasizing the impact of computer software and computational technology on econometric theory and development, this reference presents advances in the application of computerized tools to econometric techniques and practices. The book focuses on current innovations in Monte Carlo simulation, computer-aided testing, and Bayesian methodology for improved econometric analyses and presents unique computational strategies for making original breakthroughs in econometric science. Computer-Aided Econometrics illustrates the flexibility of Geweke's Bayesian econometrics software and describes the use of the Data Based Information Theoretic estimator for a wide range of inverse problems.

Book Info
Text presents recent advances in the application of computerized tools to econometric techniques and practices. Focuses on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analysis.

Computer-Aided Econometrics (Statistics, a Series of Textbooks and Monographs),David E. Giles,CRC,0824742710,Applied,Business / Economics / Finance,Computer programs,Computer simulation,Computers,Econometrics,Economics - General,General,Probability & Statistics - General,Science/Mathematics,Mathematics / Statistics

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