- 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.
This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.