Computer-Aided Econometrics

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2sls
2SLS Estimator
advanced econometric simulation tools
Asymptotic Null Distribution
Bayesian econometrics
Category=KCH
Category=PBT
Category=PBW
causality testing techniques
consistent
Data Generating Process
Data Set
Dividend Growth Rates
Dummy Variable
EL
EL Estimator
empirical
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Equilibrium Correction Terms
estimator
Experiment D1
FCM Algorithm
Fundamental Prices
Gibbs Sampler
Hastings Metropolis Algorithm
hypothesis
Intercept Correction
kernel
likelihood
LS Estimator
MC
Model Selection
Model Selection Procedures
Monte Carlo Experiments
Naive Bootstrap
neural
Numerical Standard Errors
pattern recognition methods
regression
Seasonal Dummy Variable
semiparametric modeling
simulation-based inference
SUR Model
Unit Root
vector autoregression analysis

Product details

  • ISBN 9780367578497
  • Weight: 703g
  • Dimensions: 152 x 229mm
  • Publication Date: 30 Jun 2020
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Paperback
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Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practices—focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.

Giles\, David E. A.