Handbook of computational econometrics / edited by David A. Belsley, Erricos Kontoghiorghes.

Includes bibliographical references and index.

Econometric software / Charles G. Renfro -- The accuracy of econometric software / B.D. McCullough -- Heuristic optimization methods in econometrics / Manfred Gilli and Peter Winker -- Algorithms for minimax and expected value optimization / Panos Parpas and Berç Rustem -- Nonparametric estimation / Rand R. Wilcox -- Bootstrap hypothesis testing / James G. MacKinnon -- Simulation-based Bayesian econometric inference : principles and some recent computational advances / Lennart F. Hoogerheide, Herman K. van Dijk and Rutger D. van Oest -- Econometric analysis with vector autoregressive models / Helmut Lütkepohl -- Statistical signal extraction and filtering : a partial survey / D. Stephen G. Pollock -- Concepts of and tools for nonlinear time-series modelling / Alessandra Amendola and Christian Francq -- Network economics / Anna Nagurney.

'Handbook of Computational Econometrics 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. This book: 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'--Provided by publisher.

'This project's main focus is to provide a handbook on all areas of computing that have a major impact, either directly or indirectly, on econometric techniques and modelling. The book sets out to introduce each topic along with a more in-depth look at methodologies used in computational econometrics, to include use of econometric software and evaluation, bootstrap testing, algorithms for control and optimization and looks at recent computational advances'--Provided by publisher.

Print version record.