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Cover image for book Computer-Aided Econometrics

Computer-Aided Econometrics

By:David E. A. Giles
Publisher:Taylor & Francis
Print ISBN:9780824742713
eText ISBN:9781135530334
Edition:1
Copyright:2003
Format:Reflowable

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Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practices—focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.