This publication contains a substantial amount of detail about the broad history of the development of econometric software based on the personal recollections of many people. For economists, the computer has increasingly become the primary applied research tool, and it is software that makes the computer work. It matters that this software should be the best that it can be, for not only does it permit necessary calculations to be performed but it also determines, for better or worse over time, how easy or how difficult the applied research process will be for each succeeding generation of economists. This assertion assumes of course the availability of the necessary data, and that observations can be obtained relatively easilybut in the day of the Internet, data distribution is also a matter of software. And, in addition, there is the consideration that both the quality and the amount of possible research, as a matter of time spent, may be crucially dependent on just how good that software is, both in its computational properties and as a time saver. This publication includes revealing descriptions of computer-based research that illustrates the role of the computer in the progress of econometric theory and economic research and aspects of the development of econometric software, starting from the hand calculation era and continuing to relatively modern times.
This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers.
Hopefully this volume can be one of the first contributions highlighting this new trend. The Editors H.M. Amman et a1. (eds), Computational Economics and Econometrics, vii. © 1992 Kluwer Academic Publishers.
The book is divided into four parts: 1 -- the computer and econometric methods; 2 -- the computer and economic analysis; 3 -- computational techniques for econometrics; and 4 -- the computer and econometric studies.
Part I of the volume consists of papers which focus on modelling economic systems, presenting computational methods to investigate the evolution of behavior of economic agents, techniques to solve complex inventory models on a parallel ...
Handbook of computational economics. - v. 1
This book is a compendium of Alok Bhargava's most important contributions in longitudinal econometric methods and its application to problems of food, nutrition and health.
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.
This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to ...
This is a book on the basics of mathematics and computation and their uses in economics for modern day students and practitioners.
Computational Techniques for Econometrics and Economic Analysis