Computer-Aided Econometrics

1st Edition

David E. A. Giles

CRC Press
Published June 18, 2003
Reference - 520 Pages
ISBN 9780824742713 - CAT# DK2856

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Summary

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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