HandbookofComputationalEconometrics
- 作者
- 出版社 Wiley&Sons
- 出版时间 2009年10月
- ISBN 9780470743850
- 定价 1188.90
内容简介
HandbookofComputationalEconometricsexaminesthestateoftheartofcomputationaleconometricsandprovidesexemplarystudiesdealingwithcomputationalissuesarisingfromawidespectrumofeconometricfieldsincludingsuchtopicsasbootstrapping,theevaluationofeconometricsoftware,andalgorithmsforcontrol,optimization,andestimation.Eachtopicisfullyintroducedbeforeproceedingtoamorein-depthexaminationoftherelevantmethodologiesandvaluableillustrations.Thisbook:Providesself-containedtreatmentsofissuesincomputationaleconometricswithillustrationsandinvaluablebibliographies.Bringstogethercontributionsfromleadingresearchers.Developsthetechniquesneededtocarryoutcomputationaleconometrics.Featuresnetworkstudies,non-parametricestimation,optimizationtechniques,Bayesianestimationandinference,testingmethods,time-seriesanalysis,linearandnonlinearmethods,VARanalysis,bootstrappingdevelopments,signalextraction,softwarehistoryandevaluation.Thisbookwillappealtoeconometricians,financialstatisticians,econometricresearchersandstudentsofeconometricsatbothgraduateandadvancedundergraduatelevels.
丛书
WileySeriesinComputationalStatistics— END —