Résumé
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
Contents
- Univariate Linear Regression Model
- Multivariate Linear Regression Model
- Estimation of Multiple Index Models
- Univariate Time Series Modeling
- Identification, Estimation and Modeling of multiplicative seasonal ARIMA models
- Autoregressive Conditional Heteroscale Models with XploRe.
L'auteur - Juan Rodriguez Poo
Universidad de Cantabria, Santander, Spain (Ed.)
Caractéristiques techniques
| PAPIER | |
| Éditeur(s) | Springer |
| Auteur(s) | Juan Rodriguez Poo |
| Parution | 13/08/2003 |
| Nb. de pages | 332 |
| Format | 16 x 24 |
| Couverture | Relié |
| Poids | 650g |
| Intérieur | Noir et Blanc |
| EAN13 | 9783540441144 |
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