000 00834nam a22001937a 4500
020 _a0198774753
082 _a330.015 195
_bGOU/S
100 _aGourieroux Christian
100 _aMonfort Alain
245 _aSimulation-Based Econometric Methods
260 _aNew York
_bOxford University Press
_c1996
300 _ax, 174p.
500 _aIncludes bibliographical references and index
505 _a1 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
650 _aEconometriics
650 _aEconometriic Methods
650 _aEconomics
942 _cBK
999 _c617053
_d617053