Computer-Aided Econometrics
Book Details
Format
Hardback or Cased Book
ISBN-10
0824742710
ISBN-13
9780824742713
Publisher
Taylor & Francis Inc
Imprint
CRC Press Inc
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jun 18th, 2003
Print length
548 Pages
Weight
840 grams
Product Classification:
Computer science
Ksh 26,100.00
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This book demonstrates the challenges of modern econometric practice and the role that computer software and hardware play in this field. It examines the properties of some tests for various types of non-stationarity that can arise with time-series data that are recorded semiannually.
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.
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