NUST Institutions Library Catalogue

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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