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Computer-Aided Introduction to Econometrics
Hardcover
ISBN13: 9783540441144
Publisher: Springer
Published: Feb 26 2003
Pages: 331
Weight: 1.47
Height: 0.81 Width: 6.14 Depth: 9.21
Language: English
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.
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