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 |