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Computer-Aided Introduction to Econometrics

  • Juan Rodriguez Poo

Table of contents

  1. Front Matter
    Pages i-xvii
  2. Ignacio Moral, Juan M. Rodriguez-Poo
    Pages 1-43
  3. Teresa Aparicio, Inmaculada Villanua
    Pages 45-120
  4. Pavel Čížek, Yingcun Xia
    Pages 121-161
  5. Paz Moral, Pilar González
    Pages 163-224
  6. Rong Chen, Rainer Schulz, Sabine Stephan
    Pages 225-254
  7. Pilar Olave, José T. Alcalá
    Pages 255-286
  8. Lenka Čížková
    Pages 287-328
  9. Back Matter
    Pages 329-331

About this book

Introduction

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

Keywords

Computational Methods in Econometrics Econometrics Linear Regression Analysis Optimization Methods Simulation Univariate time Series Modelling modeling

Authors and affiliations

  • Juan Rodriguez Poo
    • 1
  1. 1.Depto. EconomiaUniversidad de CantabriaSantanderSpain

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-55686-9
  • Copyright Information Springer-Verlag Berlin Heidelberg 2003
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-642-62901-3
  • Online ISBN 978-3-642-55686-9
  • Buy this book on publisher's site