Simulation-Based Econometric Methods (Record no. 617053)
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000 -LEADER | |
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fixed length control field | 00834nam a22001937a 4500 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 0198774753 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 330.015 195 |
Item number | GOU/S |
100 ## - MAIN ENTRY--AUTHOR NAME | |
Personal name | Gourieroux Christian |
100 ## - MAIN ENTRY--AUTHOR NAME | |
Personal name | Monfort Alain |
245 ## - TITLE STATEMENT | |
Title | Simulation-Based Econometric Methods |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication | New York |
Name of publisher | Oxford University Press |
Year of publication | 1996 |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | x, 174p. |
500 ## - GENERAL NOTE | |
General note | Includes bibliographical references and index |
505 ## - FORMATTED CONTENTS NOTE | |
Formatted contents note | 1 Introduction and Motivations<br/>2 The Method of Simulated Moments (MSM)<br/>3 Simulated Maximum Likelihood, Pseudo‐Maximum Likelihood, and Nonlinear Least Squares Methods<br/>4 Indirect Inference<br/>5 Applications to Limited Dependent Variable Models<br/>6 Applications to Financial Series<br/>7 Applications to Switching Regime Models |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Econometriics |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Econometriic Methods |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Economics |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | Book |
Withdrawn status | Lost status | Damaged status | Not for loan | Home Library | Current Location | Date acquired | Full call number | Accession Number | Price effective from | Koha item type |
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Study Centre Pandalam ,University of Kerala | Study Centre Pandalam ,University of Kerala | 18/01/2022 | 330.015 195 GOU/S | USCP519 | 18/01/2022 | Book |