Please use this identifier to cite or link to this item: https://ktisis.cut.ac.cy/handle/10488/14729
Title: Handbook of Computational Econometrics
Authors: Belsley, David A. 
Kontoghiorghes, Erricos John 
Category: Economics and Business
Field: Social Sciences
Issue Date: 2009
Source: Handbook of Computational Econometrics 18 August 2009, Pages 1-496
Journal: Handbook of Computational Econometrics 
Abstract: 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 invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.
URI: https://ktisis.cut.ac.cy/handle/10488/14729
ISBN: 9780470743850
ISSN: 2-s2.0-84889299821
https://api.elsevier.com/content/abstract/scopus_id/84889299821
2-s2.0-84889299821
https://api.elsevier.com/content/abstract/scopus_id/84889299821
2-s2.0-84889299821
https://api.elsevier.com/content/abstract/scopus_id/84889299821
DOI: 10.1002/9780470748916
Rights: © 2009 John Wiley & Sons, Ltd.
Type: Book
Appears in Collections:Βιβλία/Books

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