Computer-Aided Econometrics

Computer-Aided Econometrics

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Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practicesa€”focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.Dividend yields and expected stock returns: Alternative procedures for inference and measurement. Review of Financial Studies 5, ... SAS Procedures Guide, Version 8, Cary, NC: SAS Institute Inc. Scott, L.O., 1985. The present value model ofanbsp;...

Title:Computer-Aided Econometrics
Author:David E. A. Giles
Publisher:CRC Press - 2003-06-18


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