Computer-Aided Econometrics
Book Details
Format
Paperback / Softback
ISBN-10
0367578492
ISBN-13
9780367578497
Publisher
Taylor & Francis Ltd
Imprint
CRC Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jun 30th, 2020
Print length
520 Pages
Weight
703 grams
Product Classification:
EconometricsEconomic statisticsProbability & statisticsApplied mathematicsComputer science
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This book demonstrates the challenges of modern econometric practice and the role that computer software and hardware play in this field. It examines the properties of some tests for various types of non-stationarity that can arise with time-series data that are recorded semiannually.
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.
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