Computer-Aided Introduction to Econometrics
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About this book
The advent of low cost computation has made many previously intractable econometric models empirically feasible and computational methods are now realized as an integral part of the theory.
This book provides graduate students and researchers not only with a sound theoretical introduction to the topic, but allows the reader through an internet based interactive computing method to learn from theory to practice the different techniques discussed in the book. Among the theoretical issues presented are linear regression analysis, univariate time series modelling with some interesting extensions such as ARCH models and dimensionality reduction techniques.
From the reviews:
“The usefulness of the book lies in the fact that the reader, along with learning the theory, can actually practice the different techniques described in the book through an internet based interactive computing method. The electronic version of the book including all computational possibilities can be viewed and downloaded at http:// www.xplore-stat.de. The book should be very useful to students and researchers working in the area of econometrics. Professor Rodriguez Poo has done a good job in compiling the chapters.” (Amita Majumder, Sankhya: The Indian Journal of Statistics, Vol. 66 (2), 2004)
“This book is a collection of seven contributions to different fields of econometrics … . The book is addressed to undergraduate students and/or applied researchers and practitioners to develop professional skills in econometrics. The basic intention of the book is to teach econometrics using the resources from the internet by incorporating an interactive computing internet based method that allows to practice all the techniques presented and discussed in this book. Therefore the editor refers to his book as an e-book.” (Herbert S. Buscher, Zentralblatt MATH, Vol. 1012, 2003)
Author: Juan M.Rodriguez Poo
Dr. Juan Manuel Rodríguez Poo was appointed as the President of the National Statistical Institute of Spain (INE) as of October 2018.
He holds a PhD in Economics from the Catholic University of Louvain, and previously he graduated in Economics and Business Administration at the University of the Basque Country.
Dr. Rodríguez is Professor in Econometrics, first at the University of Zaragoza and currently at the University of Cantabria, where he has been Director of the Department of Economics.
He has lectured at the University of the Basque Country, and has made academic visits at the London School of Economics, the Catholic University of Louvain, the Humboldt University of Berlin, the Carlos III University of Madrid, the Paul Sabatier University in Toulouse and the University of Genève.
Mr. Rodríguez also has numerous publications in different specialized journals of international prestige (Journal of Econometrics, Journal of Applied Econometrics, Econometric Theory, among others).