TY  - BOOK
AU  - Gourieroux Christian
AU  - Monfort Alain
TI  - Simulation-Based Econometric Methods
SN  - 0198774753
U1  - 330.015 195 
PY  - 1996///
CY  - New York
PB  - Oxford University Press
KW  - Econometriics
KW  - Econometriic Methods
KW  - Economics
N1  - 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
ER  -