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

525 Pages·2004·18.548 MB·English
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by Hisashi Tanizaki| 2004| 525 pages| 18.548| English

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

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.

Detailed Information

Author:Hisashi Tanizaki
Publication Year:2004
ISBN:824748042
Pages:525
Language:English
File Size:18.548
Format:PDF
Price:FREE
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