Simulation-Based Econometric Methods

By:

Material type: Text

TextPublication details: New York Oxford University Press 1996Description: x, 174pISBN:

0198774753

Subject(s):

DDC classification:

330.015 195 GOU/S

Contents:

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

Tags from this library: No tags from this library for this title. Log in to add tags.

Holdings
Item type	Current library	Home library	Call number	Status	Date due	Barcode
Book	Study Centre Pandalam ,University of Kerala	Study Centre Pandalam ,University of Kerala	330.015 195 GOU/S (Browse shelf(Opens below))	Available		USCP519

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

There are no comments on this title.

to post a comment.