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Computer-Aided Econometrics

Computer-Aided Econometrics by David E. A. Giles
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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.

CRC Press; June 2003
540 pages; ISBN 9780203911570
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Title: Computer-Aided Econometrics
Author: David E. A. Giles
 
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