Computer-Aided Econometrics

Computer-Aided Econometrics

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Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practicesa€”focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.Petroleum Monitoring Agency Canada, various years. Canadian ... Said, S.E., Dickey, D.A., 1984. ... Usera#39;s Reference Manual, Version 8.0. ... 8 Using Simulation Methods for Bayesian Econometric Models John Geweke 208 Feltham and Giles.

Title:Computer-Aided Econometrics
Author: David E. A. Giles
Publisher:CRC Press - 2003-06-18

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