Wow! eBook
Computer-Aided Econometrics
Author(s): David E. A. Giles
- Publisher: CRC Press
- Publication Date: 30 Jun. 2020
- Edition: 1st
- Language: English
- Print length: 520 pages
- ISBN-10: 0367578492
- ISBN-13: 9780367578497
Book Description
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.
Editorial Reviews
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.
About the Author
Giles\, David E. A.
