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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.

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.

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.

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.

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.

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.

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.

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.

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.