Developing econometrics / [electronic resource]
by Tong, Hengping; Kumar, T. Krishna; Huang, Yang Xin.
Material type: BookPublisher: Hoboken : Wiley, 2011Description: 1 online resource.ISBN: 9781119954231; 1119954231; 9781119954248; 111995424X; 9781119960904; 1119960908.Subject(s): Econometrics | Econometric models | Data mining | BUSINESS & ECONOMICS -- Econometrics | BUSINESS & ECONOMICS -- Statistics | Data mining | Econometric models | Econometrics | Electronic books | Electronic booksOnline resources: Wiley Online LibraryIncludes bibliographical references and index.
Introduction -- 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.
" ... 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.
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