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eBook Simulation-based Inference in Econometrics: Methods and Applications download

by Roberto Mariano,Til Schuermann,Melvyn J. Weeks

eBook Simulation-based Inference in Econometrics: Methods and Applications download ISBN: 052108802X
Author: Roberto Mariano,Til Schuermann,Melvyn J. Weeks
Publisher: Cambridge University Press (December 11, 2008)
Language: English
Pages: 476
ePub: 1448 kb
Fb2: 1441 kb
Rating: 4.2
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Category: Work and Money
Subcategory: Economics

Simulation-based Inference in Econometrics: Methods and Applications. Roberto Mariano, Til Schuermann, Melvyn J. Weeks.

Simulation-based Inference in Econometrics: Methods and Applications. Скачать (pdf, . 5 Mb).

To define simulation-based estimation methods, three kinds of simulations have been introduced: the unconditional . The indirect inference method is described in some detail.

To define simulation-based estimation methods, three kinds of simulations have been introduced: the unconditional simulations, the sequentially conditional simulations, and the globally conditional simulations. The estimation methods are also of three kinds: those which change the likelihood function into another objective function, like the indirect inference method, those which keep the likelihood function, and the Bayesian methods. The indirect inference method is described in some detail

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Simulation-Based Inference in Econometrics book.

Simulation-based Inference in Econometrics. Methods and Applications. This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference

Simulation-based Inference in Econometrics. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and estimators, the asymptotic properties of these estimators, as well as descriptions of the different simulators in use. Second, the volume provides empirical and operational examples of SBI methods.

oceedings{nbasedII, title {Simulation-based Inference in Econometrics}, author {Roberto S. Mariano and Til Schuermann and Melvyn J. Weeks}, year {2000} }. Roberto S. Mariano, Til Schuermann, Melvyn J. First it provides an overview of the statistical foundations of Simulation-based inference

Simulation-based Inference in Econometrics: Methods and Applications. 5 Mb. Econometric Forecasting And High-Frequency Data Analysis (Lecture Notes Seres, Institute for Mathematical Sciences National University of Singapore). Category: Математика, Прикладная математика.

Roberto Mariano, Til Schuermann, Melvyn J. In this volume, Mariano, Schuermann, Weeks and their contributors provide an overview of the applications and techniques at the cutting edge of the subject, as well as a comprehensive survey of the existing literature.

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 I.

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.

Roberto Mariano, Til Schuermann, Melvyn J Weeks. Second, the volume provides empirical and operational examples of SBI methods

Simulation-based inference (SBI) is the fastest growing area of research in modern econometrics. The techniques of SBI are widespread among scholars and researchers, and have become a staple part of undergraduate and postgraduate research programs. In this volume, Mariano, Schuermann, Weeks and their contributors provide an overview of the applications and techniques at the cutting edge of the subject, as well as a comprehensive survey of the existing literature. The contributions include important new essays by many of the leading figures currently working in econometrics.