Simulation-Based Econometric Methods
Gourieroux Christian Monfort Alain
Simulation-Based Econometric Methods - New York Oxford University Press 1996 - x, 174p.
Includes bibliographical references and index
1 Introduction and Motivations
2 The Method of Simulated Moments (MSM)
3 Simulated Maximum Likelihood, Pseudo‐Maximum Likelihood, and Nonlinear Least Squares Methods
4 Indirect Inference
5 Applications to Limited Dependent Variable Models
6 Applications to Financial Series
7 Applications to Switching Regime Models
0198774753
Econometriics
Econometriic Methods
Economics
330.015 195 / GOU/S
Simulation-Based Econometric Methods - New York Oxford University Press 1996 - x, 174p.
Includes bibliographical references and index
1 Introduction and Motivations
2 The Method of Simulated Moments (MSM)
3 Simulated Maximum Likelihood, Pseudo‐Maximum Likelihood, and Nonlinear Least Squares Methods
4 Indirect Inference
5 Applications to Limited Dependent Variable Models
6 Applications to Financial Series
7 Applications to Switching Regime Models
0198774753
Econometriics
Econometriic Methods
Economics
330.015 195 / GOU/S