ENGLISH

Computational Methods in Statistics and Econometrics (Statistics, a Series of Textbooks and Monographs)

By Hisashi Tanizaki

Book information

Publisher
CRC Press
Year
2004
ISBN
0824748042
Language
english
Format
PDF
Filesize
19 MB (19448689 bytes)
Edition
1
Pages
525\525
Topic
Economy
Time added
2011-08-31 04:54:40
Финансово-экономические дисциплины;Статистический

Description

Reflecting current technological capacities and analytical trends, Computational Methods in Statistics and Econometrics showcases Monte Carlo and nonparametric statistical methods for models, simulations, analyses, and interpretations of statistical and econometric data. The author explores applications of Monte Carlo methods in Bayesian estimation, state space modeling, and bias correction of ordinary least squares in autoregressive models. The book offers straightforward explanations of mathematical concepts, hundreds of figures and tables, and a range of empirical examples. A CD-ROM packaged with the book contains all of the source codes used in the text.

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