Developing econometrics / Hengqing Tong, T. Krishna Kumar, Yangxin Huang.
By: Tong, Hengping.
Contributor(s): Kumar, T. Krishna | Huang, Yang Xin.
Material type: BookPublisher: Hoboken : Wiley, 2011Description: 1 online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9781119954231; 1119954231; 9781119954248; 111995424X; 9781119960904; 1119960908.Subject(s): Econometrics | Econometric models | Data mining | BUSINESS & ECONOMICS -- Econometrics | BUSINESS & ECONOMICS -- Statistics | Data mining | Econometric models | EconometricsGenre/Form: Electronic books. | Electronic books.Additional physical formats: Print version:: Developing econometrics.DDC classification: 330.01/5195 Online resources: Wiley Online LibraryIntroduction -- Independent Variables in Linear Regression Models -- Alternative Structures of Residual Error in Linear Regression Models -- Discrete Variables and Nonlinear Regression Model -- Nonparametric and Semiparametric Regression Models -- Simultaneous Equations Models and Distributed Lag Models -- Stationary Time Series Models -- Multivariate and Nonstationary Time Series Models -- Multivariate Statistical Analysis and Data Analysis -- Summary and Further Discussion.
Includes bibliographical references and index.
" ... highlights recent advances in statistical theory and methods that benefit econometric practice. It deals with exploratory data analysis, a prerequisite to statistical modelling and part of data mining. It provides recently developed computational tools useful for data mining, analysing the reasons to do data mining and the best techniques to use in a given situation. Provides a detailed description of computer algorithms. Provides recently developed computational tools useful for data mining -- Highlights recent advances in statistical theory and methods that benefit econometric practice. Features examples with real life data."--Provided by publisher.
Print version record.
There are no comments for this item.