Computer-Aided Introduction to Econometrics /
The advent of low cost computation has made many previously intractable econometric models empirically feasible and computational methods are now realized as an integral part of the theory. This book provides graduate students and researchers not only with a sound theoretical introduction to the top...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2003.
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | The advent of low cost computation has made many previously intractable econometric models empirically feasible and computational methods are now realized as an integral part of the theory. This book provides graduate students and researchers not only with a sound theoretical introduction to the topic, but allows the reader through an internet based interactive computing method to learn from theory to practice the different techniques discussed in the book. Among the theoretical issues presented are linear regression analysis, univariate time series modelling with some interesting extensions such as ARCH models and dimensionality reduction techniques. The electronic version of the book including all computational possibilites can be viewed at http://www.xplore-stat.de/ebooks/ebooks.html. |
|---|---|
| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xvii, 331 pages) |
| ISBN: | 9783642556869 (electronic bk.) 3642556868 (electronic bk.) |