ABSTRACT

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

chapter 1|77 pages

Elements of Statistics

part |1 pages

Part I Monte Carlo Statistical Methods

chapter 2|91 pages

Random Number Generation I

chapter 3|77 pages

Random Number Generation II

part |1 pages

Part II Selected Applications of Monte Carlo Methods

chapter 4|35 pages

Bayesian Estimation

chapter 5|35 pages

Bias Correction of OLSE in AR Models

chapter 6|76 pages

State Space Modeling

part |1 pages

Part III Nonparametric Statistical Methods

chapter 7|51 pages

Difference between Two-Sample Means

chapter 8|43 pages

Independence between Two Samples