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...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg,
2003.
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| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- Univariate Linear Regression Model
- Multivariate Linear Regression Model
- Estimation of Multiple Index Models
- Univariate Time Series Modelling
- Identification, Estimation and Modelling of multiplicative seasonal ARIMA models
- Autoregressive Conditional Heteroscale Models with XploRe.