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Computational Methods in Statistics and Econometrics

By Hisashi Tanizaki

Published January 21st 2004 by CRC Press – 528 pages

Series: Statistics: A Series of Textbooks and Monographs

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Description

Reflecting current technological capacities and analytical trends, Computational Methods in Statistics and Econometrics showcases Monte Carlo and nonparametric statistical methods for models, simulations, analyses, and interpretations of statistical and econometric data. The author explores applications of Monte Carlo methods in Bayesian estimation, state space modeling, and bias correction of ordinary least squares in autoregressive models. The book offers straightforward explanations of mathematical concepts, hundreds of figures and tables, and a range of empirical examples. A CD-ROM packaged with the book contains all of the source codes used in the text.

Reviews

"…this collection brings together the fundamentals, process engineering, and pharmaceutical applications of supercritical fluid technologies."

-SciTech BookNews

"This book is easy to read; it is written clearly and correctly…This book will be very useful for researchers, applied statisticians, and PhD students."

-Journal of Applied Statistics

"The book has an attractive layoutand includes a useful companion CD-ROM displaying all source codes used in the book Fortran 77 and sometimes in C Languages."

Technometrics, November 2005

Contents

Elements of Statistics

MONTE CARLO STATISTICAL METHODS

Random Number Generation I

Random Number Generation II

SELECTED APPLICATIONS OF MONTE CARLO METHODS

Bayesian Estimation

Bias Correction of OLSE in AE Models

State Space Modeling

NONPARAMETRIC STATISTICAL METHODS

Difference Between Two-Sample Means

Independence Between Two Samples

Source Code Index

Index.

Name: Computational Methods in Statistics and Econometrics (Hardback) – CRC Press 
Description: By Hisashi Tanizaki. Reflecting current technological capacities and analytical trends, Computational Methods in Statistics and Econometrics showcases Monte Carlo and nonparametric statistical methods for models, simulations, analyses, and interpretations of statistical and...
Categories: Statistics, Statistics & Computing, Statistical Theory & Methods