Handbook of Computational Econometrics

<i>Handbook of Computational Econometrics</i> 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. <p>This book:</p> <ul type=”disc”> <li>Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies.</li> <li>Brings together contributions from leading researchers.</li> <li>Develops the techniques needed to carry out computational econometrics.</li> <li>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.</li> </ul> <p>This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.</p>