Computational methods in statistics and econometrics

著者

• 谷崎, 久志 タニザキ, ヒサシ

書誌事項

Computational methods in statistics and econometrics

Hisashi Tanizaki

（Statistics : textbooks and monographs, 172）

Marcel Dekker, c2004

注記

Includes bibliographical references and indexes

内容説明・目次

内容説明

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.

目次

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.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA66668083
• ISBN:
  • 0824748042
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York, N.Y.
• ページ数/冊数: xix, 494 p.
• 大きさ: 24 cm.
• 付属資料: 1 CD-ROM (4 3/4 in.)
• 分類:
  • DC21 : 519.50285
• 件名:
  • LCSH : Statistics -- Data processing
  • LCSH : Econometrics
  • LCSH : Monte Carlo methods
• 親書誌ID:
  • BA0001061X