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Computer-Aided Introduction to Econometrics
Author
Title
Computer-Aided Introduction to Econometrics [electronic resource] / by Juan Rodriguez Poo.
ISBN
9783642556869
Published
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2003.
Physical Description
1 online resource.
Local Notes
Access is available to the Yale community.
Access and use
Access restricted by licensing agreement.
Summary
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.<BR>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.<BR>The electronic version of the book including all computational possibilites can be viewed at<BR><B>http://www.xplore-stat.de/ebooks/ebooks.html</B>
Variant and related titles
Springer ebooks.
Other formats
Printed edition:
Format
Books / Online
Language
English
Added to Catalog
February 05, 2013
Contents
Univariate Linear Regression Model
Multivariate Linear Regression Model
Estimation of Multiple Index Models
Univariate Time Series Modelling
Identification, Estimation and Modelling of multiplicative seasonal ARIMA models
Autoregressive Conditional Heteroscale Models with XploRe.
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