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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.
Marcel Dekker Inc; January 2004
525 pages; ISBN 9781135538675
Read online, or download in secure PDF format
525 pages; ISBN 9781135538675
Read online, or download in secure PDF format
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9781135538675
9781135538668
9780824748043
9780203022023
0203022025