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Handbook of Computational Econometrics [Mininova][Bookzzilla]

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Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations.

This book:

* Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies.
* Brings together contributions from leading researchers.
* Develops the techniques needed to carry out computational econometrics.
* Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation.

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