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Handbook of computational econometrics /

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"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,...

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Bibliographic Details
Other Authors: Belsley, David A., Kontoghiorghes, Erricos John
Format: eBook
Language:English
Published: Chichester, U.K. : Wiley, 2009.
Subjects:
Econometrics > Computer programs.
Economics > Statistical methods.
Econometrics > Data processing.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Econometric software / Charles G. Renfro
  • The accuracy of econometric software / B.D. McCullough
  • Heuristic optimization methods in econometrics / Manfred Gilli and Peter Winker
  • Algorithms for minimax and expected value optimization / Panos Parpas and Berç Rustem
  • Nonparametric estimation / Rand R. Wilcox
  • Bootstrap hypothesis testing / James G. MacKinnon
  • Simulation-based Bayesian econometric inference : principles and some recent computational advances / Lennart F. Hoogerheide, Herman K. van Dijk and Rutger D. van Oest
  • Econometric analysis with vector autoregressive models / Helmut Lütkepohl
  • Statistical signal extraction and filtering : a partial survey / D. Stephen G. Pollock
  • Concepts of and tools for nonlinear time-series modelling / Alessandra Amendola and Christian Francq
  • Network economics / Anna Nagurney.