Articles liés à Simulation-Based Econometric Methods
Synopsis
This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach.
After a brief survey of classical parametric and semi-parametric non-linear estimation methods and a description of problems in which criterion functions contain integrals, the authors present a general form of the model where it is possible to simulate the observations. They then move to calibration problems and the simulated analogue of the method of moments, before considering simulated versions of maximum likelihood, pseudo-maximum likelihood, or non-linear least squares. The general principle of indirect inference is presented and is then applied to limited dependent variable models and to financial series.
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Présentation de l'éditeur
This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach. After a brief survey of classical parametric and semi-parametric non-linear estimation methods and a description of problems in which criterion functions contain integrals, the authors present a general form of the model where it is possible to simulate the observations. They then move to calibration problems and the simulated analogue of the method of moments, before considering simulated versions of maximum likelihood, pseudo-maximum likelihood, or non-linear least squares. The general principle of indirect inference is presented and is then applied to limited dependent variable models and to financial series.
Revue de presse
A thorough study. (ASLIB Book Guide)
'...The remaining chapters are devoted to applications.These are very useful since they give a precise idea of what has to be done in order to implement, from a practical point of view, the theoretical methods discussed...This book provides a very good review of the available methods that are proposed in recent econometric literature, along with a critical discussion...' (Economic Notes 3)
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurOxford University Press
- Date d'édition1997
- ISBN 10 0198774753
- ISBN 13 9780198774754
- ReliureRelié
- Langueanglais
- Nombre de pages184
- Coordonnées du fabricantnon disponible
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Simulation-Based Econometric Methods
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Oxford University Press, 1997
ISBN 10 : 0198774753
ISBN 13 : 9780198774754
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Hardcover. Etat : Fair. No Jacket. Former library book; Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less 1.05. N° de réf. du vendeur G0198774753I5N10
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Simulation-Based Econometric Methods. Core Lectures.
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Oxford University Press;, 1996
ISBN 10 : 0198774753
ISBN 13 : 9780198774754
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Etat : Gut. 174 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.). der Buchzustand ist ordentlich und dem Alter entsprechend gut. Sprache: Englisch. Sprache: Englisch Gewicht in Gramm: 450 23,0 x 15,6 x 1,8 cm, gebundene Ausgabe. N° de réf. du vendeur 1419972
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Simulation-Based Econometric Methods Core Lectures
Edité par
Oxford University Press, 1996
ISBN 10 : 0198774753
ISBN 13 : 9780198774754
Ancien ou d'occasion
Couverture rigide
Vendeur : books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
gebundene Ausgabe. Etat : Gut. 174 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.). Schnitt und Einband sind etwas staubschmutzig; Einbandkanten sind leicht bestossen; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Sprache: Englisch Gewicht in Gramm: 400. N° de réf. du vendeur 1454597
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Simulation-based Econometric Methods (Hardcover)
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Oxford University Press, Oxford, 1997
ISBN 10 : 0198774753
ISBN 13 : 9780198774754
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Hardcover. Etat : new. Hardcover. This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or inthe moments can be circumvented by a simulation-based approach. After a brief survey of classical parametric and semi-parametric non-linear estimation methods and a description ofproblems in which criterion functions contain integrals, the authors present a general form of the model where it is possible to simulate the observations. They then move to calibration problems and the simulated analogue of the method of moments, before considering simulated versions of maximum likelihood, pseudo-maximum likelihood, or non-linear least squares. The general principle of indirect inference is presented and is then applied to limited dependent variable models and to financialseries. This book presents an exciting new set of econometric methods. They have been developed as a result of the increase in power and affordability of computers which allow simulations to be run. The authors have played a large role in developing the techniques. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. N° de réf. du vendeur 9780198774754
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Simulation-Based Econometric Methods (OUP/CORE Lecture Series)
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Oxford University Press, 1997
ISBN 10 : 0198774753
ISBN 13 : 9780198774754
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Simulation-Based Econometric Methods
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Oxford University Press, 1997
ISBN 10 : 0198774753
ISBN 13 : 9780198774754
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HRD. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L1-9780198774754
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Simulation-Based Econometric Methods (OUP/CORE Lecture Series)
Edité par
Oxford University Press, 1997
ISBN 10 : 0198774753
ISBN 13 : 9780198774754
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hardcover. Etat : Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! N° de réf. du vendeur S_416988095
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Simulation-Based Econometric Methods
Edité par
Oxford University Press, 1997
ISBN 10 : 0198774753
ISBN 13 : 9780198774754
Neuf
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HRD. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L1-9780198774754
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Simulation-Based Econometric Methods
Edité par
Oxford University Press, 1997
ISBN 10 : 0198774753
ISBN 13 : 9780198774754
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Simulation-Based Econometric Methods
Edité par
Oxford University Press, 1997
ISBN 10 : 0198774753
ISBN 13 : 9780198774754
Neuf
Couverture rigide
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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