Highlights Monte Carlo and nonparametric statistical methods for models, simulations, analyses, and interpretations of statistical and econometric data. Features practical applications.
Computational Method in Statistics and Econometrics
โ Scribed by Tanizaki H.
- Year
- 2004
- Tongue
- English
- Leaves
- 512
- Edition
- 1st edition
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
Reflecting current technological capacities and analytical trends, this book/CD-ROM package showcases Monte Carlo and nonparametric statistical methods for models, simulations, analyses, and interpretations of statistical and econometric data. Tanizaki (economics, Kobe University, Japan) reviews introductory notions in statistics, explores applications of Monte Carlo methods in Bayesian estimation, state space modeling, and bias correction of ordinary least squares in autoregressive models, and examines computer-intensive, statistical techniques other than Monte Carlo methods and simulations. A beginning chapter introduces statistics and econometrics. Material is written for first-year graduate students.
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