Computer-Aided Introduction to Econometrics

Computer-Aided Introduction to Econometrics

ISBN-10: 354044114X

ISBN-13: 9783540441144

Edition: 2003

Publication date: February 26, 2003

Hardcover: 331 pages
9.00
Book Description
The advent of low cost computation has made many previously intractable econometric models empirically feasible and computational methods are now realized as an integral part of the theory.This book provides graduate students and researchers not only with a sound theoretical introduction to the topic, but allows the reader through an inteet based interactive computing method to lea from theory to practice the different techniques discussed in the book. Among the theoretical issues presented are linear regression analysis, univariate time series modelling with some interesting extensions such as ARCH models and dimensionality reduction techniques.The electronic version of the book including all computational possibilites can be viewed athttp://www.xplore-stat.de/ebooks/ebooks.html