Handbook of Computational Econometrics (E Book) [Elektronisk resurs].

By: Belsley, David AContributor(s): Kontoghiorghes, ErricosPublisher: Hoboken : John Wiley & Sons, Ltd., 2009Description: 1 online resource (516 p.)ISBN: 9780470748909; 9780470748909Subject(s): Econometrics --Computer programs | Econometrics --Data processing | Economics --Statistical methodsGenre/Form: Electronic books.DDC classification: 330.015195 | 330.0285/555 Online resources: John Wiley | Click here to access online | Click here to access online | Click here to access online | Click here to access online
Contents:
11 Network economicsIndex;
Handbook of Computational Econometrics; Contents; List of Contributors; Preface; 1 Econometric software; 2 The accuracy of econometric software; 3 Heuristic optimization methods in econometrics; 4 Algorithms for mini max and expected value optimization; 5 Nonparametric estimation; 6 Bootstrap hypothesis testing; 7 Simulation-based Bayesian econometric inference: principles and some recent computational advances; 8 Econometric analysis with vector autoregressive models; 9 Statistical signal extraction and filtering: a partial survey; 10 Concepts of and tools for nonlinear time-series modelling
Summary: 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 i
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Item type Current location Home library Collection Call number URL Status Date due Barcode Item holds
Book Book Military College of Signals (MCS)
Military College of Signals (MCS)
NFIC Link to resource Available MCSEB-1672
Total holds: 0

Description based upon print version of record.

11 Network economicsIndex;

Handbook of Computational Econometrics; Contents; List of Contributors; Preface; 1 Econometric software; 2 The accuracy of econometric software; 3 Heuristic optimization methods in econometrics; 4 Algorithms for mini max and expected value optimization; 5 Nonparametric estimation; 6 Bootstrap hypothesis testing; 7 Simulation-based Bayesian econometric inference: principles and some recent computational advances; 8 Econometric analysis with vector autoregressive models; 9 Statistical signal extraction and filtering: a partial survey; 10 Concepts of and tools for nonlinear time-series modelling

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 i

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