Computer-Aided Econometrics
David E. A. Giles
Jun 2003 · Statistics, Textbooks and Monographs Ibhuku elingu-169 · CRC Press
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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.
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