Gourieroux Christian Monfort Alain <br/><br/>
Simulation-Based Econometric Methods 

 - New York  Oxford University Press  1996 
 - x, 174p. 
<br/><br/> Includes bibliographical references and index 
<br/><br/>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 
<br/><br/><label>ISBN: </label>0198774753 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometriics<br/>Econometriic Methods<br/>Economics
<br/><br/><label>Dewey Class. No.: </label>330.015 195  / GOU/S