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Maximum Simulated Likelihood Methods and Applications - Advances in Econometrics William Greene
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Maximum Simulated Likelihood Methods and Applications - Advances in Econometrics
William Greene
This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.
363 pages, illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 3 de diciembre de 2010 |
| ISBN13 | 9780857241498 |
| Editores | Emerald Publishing Limited |
| Páginas | 363 |
| Dimensiones | 308 × 162 × 26 mm · 660 g |
| Lengua | Inglés |
| Editor de series | Fomby, Tom |
| Editor de series | Hill, Carter |
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