Computer-Aided Introduction to Econometrics / Edition 1

Computer-Aided Introduction to Econometrics / Edition 1

by Juan Manuel Rodriguez Poo
     
 

ISBN-10: 354044114X

ISBN-13: 9783540441144

Pub. Date: 02/26/2003

Publisher: Springer Berlin Heidelberg

The advent of low cost computation has made many previously intractable econometric models empirically feasible and computational methods are now realized as an integral part of the theory.
This book provides graduate students and researchers not only with a sound theoretical introduction to the topic, but allows the reader through an internet based interactive

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Overview

The advent of low cost computation has made many previously intractable econometric models empirically feasible and computational methods are now realized as an integral part of the theory.
This book provides graduate students and researchers not only with a sound theoretical introduction to the topic, but allows the reader through an internet based interactive computing method to learn from theory to practice the different techniques discussed in the book. Among the theoretical issues presented are linear regression analysis, univariate time series modelling with some interesting extensions such as ARCH models and dimensionality reduction techniques.
The electronic version of the book including all computational possibilites can be viewed at
http://www.xplore-stat.de/ebooks/ebooks.html

Product Details

ISBN-13:
9783540441144
Publisher:
Springer Berlin Heidelberg
Publication date:
02/26/2003
Edition description:
2003
Pages:
331
Product dimensions:
6.10(w) x 9.25(h) x 0.03(d)

Table of Contents

1Univariate Linear Regression Model1
2Multivariate Linear Regression Model45
3Dimension Reduction and Its Applications121
4Univariate Time Series Modelling163
5Multiplicative SARIMA models225
6AutoRegressive Conditional Heteroscedastic Models255
7Numerical Optimization Methods in Econometrics287
Index329

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