Computational methods in statistics and econometrics
- ISBN: 9780824748043
- Editorial: Marcel Dekker, Inc.
- Fecha de la edición: 2004
- Lugar de la edición: New York. None
- Colección: Statistics: Textbooks and Monographs
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 480
- Idiomas: Inglés
Reflecting current technological capacities and analytical trends, Computational Methods in Statistics and Econometrics showcases Monte Carlo and nonparametric statistical methods for models, simulations, analyses, and interpretations of statistical and econometric data#benefiting from straightforward explanations of mathematical concepts, hundreds of figures and tables, and a range of empirical examples. Explores applications of Monte Carlo methods in Bayesian estimation, state space modeling, and bias correction of ordinary least squares in autoregressive models. INDICE Elements of Statistics Monte Carlo Statistical Methods Random Number Generation I Random Number Generation II Selected Applications of Monte Carlo Methods Bayesian Estimation Bias Correction of OLSE in AE Models State Space Modeling Nonparametric Statistical Methods Difference Between Two-Sample Means Independence Between Two Samples Source Code Index
