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Computational Methods in Statistics and Econometrics

Computational Methods in Statistics and Econometrics by Hisashi Tanizaki
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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.
CRC Press; January 2004
525 pages; ISBN 9780203022023
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Title: Computational Methods in Statistics and Econometrics
Author: Hisashi Tanizaki
 
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