Simulation-based Inference in Econometrics: Methods and Applications
Editat de Roberto Mariano, Til Schuermann, Melvyn J. Weeksen Limba Engleză Paperback – 10 dec 2008
Preț: 366.67 lei
Puncte Express: 550
Carte tipărită la comandă
Livrare economică 14-28 iulie
Livrare prin curier în România Termenul estimat este afișat lângă disponibilitate.
Transport gratuit de la 400.00 lei Plată online sau ramburs, în funcție de opțiunile comenzii.
Retur gratuit în 14 zile Comandă securizată și suport în română.
Specificații
ISBN-13: 9780521088022
ISBN-10: 052108802X
Pagini: 476
Ilustrații: 25 tables
Dimensiuni: 160 x 230 x 27 mm
Greutate: 0.69 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:Cambridge, United Kingdom
ISBN-10: 052108802X
Pagini: 476
Ilustrații: 25 tables
Dimensiuni: 160 x 230 x 27 mm
Greutate: 0.69 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:Cambridge, United Kingdom
Cuprins
Part I. Simulation-Based Inference in Econometrics, Methods and Applications: Introduction Melvyn Weeks; 1. Simulation-based inference in econometrics: motivation and methods Steven Stern; Part II. Microeconometric Methods: Introduction Melvyn Weeks; 2. Accelerated Monte Carlo integration: an application to dynamic latent variable models Jean-Francois Richard and Wei Zhang; 3. Some practical issues in maximum simulated likelihood Vassillis A. Hajivassiliou; 4. Bayesian inference for dynamic discrete choice models without the need for dynamic programming John Geweke and Miochael Keane; 6. Bayesian analysis of the multinomial probit model Peter E. Rossi and Robert E. McCulloch; Part III. Time Series Methods and Models: Introduction Til Schuermann; 7. Simulated moment methods for empirical equivalent martingale measures Bent Jesper Christensen and Nicholas M. Kiefer; 8. Exact maximum likelihood estimation of observation-driven econometric models Francis X. Diebold and Til Schuermann; 9. Simulation-based inference in non-linear state space models: application to testing the permanent income hypothesis Roberto S. Mariano and Hisashi Tanizaki; 10. Simulation-based estimation of some factor models in econometrics Vance L. Martin and Adrian R. Pagan; 11. Simulation-based Bayesian inference for economic time series John Geweke; Part IV. Other Areas of Application and Technical Issues: Introduction Roberto S. Mariano; 12. A comparison of computational methods for hierarchical methods in customer survey questionnaire data Eric T. Bradlow; 13. Calibration by simulation for small sample bias correction Christian Gourieroux, Eric Renault and Nizar Touzi; 14. Simulation-based estimation of a nonlinear, latent factor aggregate production function Lee Ohanian, Giovanni L. Violante, Per Krusell, Jose-Victor Rios-Rull; 15. Testing calibrated general equilibrium models Fabio Canova and Eva Ortega; 16. Simulation variance reduction for bootstrapping Bryan W. Brown; Index.
Recenzii
"This book would be a valuable reference for empirical researchers interested in applying simulation-based methods." JASA
Descriere
An overview of the techniques and practices involved in simulation-based inference.