Computer-Aided Econometrics

David E. A. Giles

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


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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.