Econometric Inference Using Simulation Techniques - Couverture rigide

Dijk, Herman Van

Couverture rigide

ISBN 10 : 0471956236 ISBN 13 : 9780471956235

Editeur : John Wiley & Sons Ltd, 1995

Synopsis

The study of algorithms for efficient numerical integration by means of simulation techniques has become an important area in econometrics. This text presents the latest thinking in the field, with contributions from key international researchers. It covers the three main areas of econometric inference where the use of simulation methods has been successful: Bayesian inference; classical inferences; and the solution and stochastic simulation of dynamic econometric models.

A propos du livre

Présentation de l'éditeur

This book provides a comprehensive assessment of the latest simulation techniques, and examines the three main areas of econometric inference where the use of simulation methods has been successful; Bayesian inference, classical inference, and the solution and stochastic simulation of dynamic econometric models, in particular general equilibrium models.

Détails de l'édition

• Éditeur: John Wiley & Sons Ltd
• Date d'édition: 1995
• Langue: anglais
• ISBN 10: 0471956236
• ISBN 13: 9780471956235
• Reliure: Relié
• Nombre de pages: 256
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible