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dc.contributor.authorRombouts, Jeroen V. K.en_US
dc.contributor.authorBauwens, Lucen_US
dc.date.accessioned2009-01-29T14:54:23Z-
dc.date.available2009-01-29T14:54:23Z-
dc.date.issued2004en_US
dc.identifier.urihttp://hdl.handle.net/10419/22206-
dc.description.abstractSince the last decade we live in a digitalized world where many actions in human and economic life are monitored. This produces a continuous stream of new, rich and high quality data in the form of panels, repeated cross-sections and long time series . These data resources are available to many researchers at a low cost. This new erais fascinating for econometricians who can adress many open economic questions. To do so, new models are developed that call for elaborate estimation techniques. Fast personal computers play an integral part in making it possible to deal with this increased complexity.en_US
dc.language.isoengen_US
dc.relation.ispartofseriesPapers / Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE) 2004,33en_US
dc.subject.ddc330en_US
dc.titleEconometricsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn495308536en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:caseps:200433-
Appears in Collections:Papers, CASE - Center for Applied Statistics and Economics, HU Berlin

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