Computer-Aided Econometrics

By: David E. A. Giles (Editor)

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Hardcover | 18 June 2003 | Edition Number 1

At a Glance

Hardcover
548 Pages

Dimensions(cm)
22.86 x 15.24 x 3.02

Hardcover

RRP $305.00

$263.75

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Emphasizing the impact of computer software and computational technology on econometric theory and development, this reference presents advances in the application of computerized tools to econometric techniques and practices. The book focuses on current innovations in Monte Carlo simulation, computer-aided testing, and Bayesian methodology for improved econometric analyses and presents unique computational strategies for making original breakthroughs in econometric science. Computer-Aided Econometrics illustrates the flexibility of Geweke's Bayesian econometrics software and describes the use of the Data Based Information Theoretic estimator for a wide range of inverse problems.

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