Items related to Computer-Aided Econometrics

Computer-Aided Econometrics - Softcover

 
9780367578497: Computer-Aided Econometrics

Synopsis

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 practices—focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.

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About the Author

Giles\, David E. A.

From the Back Cover

This book demonstrates the challenges of modern econometric practice and the role that computer software and hardware play in this field. It examines the properties of some tests for various types of non-stationarity that can arise with time-series data that are recorded semiannually.

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