Simulation-based inference in econometrics : methods and applications /

Bibliographic Details
Main Author: Mariano, Roberto S.
Other Authors: Schuermann, Til, Weeks, Melvyn J.
Format: Book
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2000.
Subjects:
Table of Contents:
  • Simulation-based inference in econometrics : motivation and methods / Steven Stern
  • Accelerated Monte Carlo integration : an application to dynamic latent variables models / Jean-François Richard and Wei Zhang
  • Some practical issues in maximum simulated likelihood / Vassilis A. Hajivassiliou
  • Bayesian inference for dynamic discrete choice models without the need for dynamic programming / John F. Geweke and Michael P. Keane
  • Testing binomial and multinomial choice models using Cox's non-nested test / Melvyn Weeks
  • Bayesian analysis of the multinomial probit model / Robert E. McCulloch and Peter E. Rossi
  • Simulated moment methods for empirical equivalent martingale measures / Bent Jesper Christensen and Nicholas M. Kiefer
  • Exact maximum likelihood estimation of observation-driven econometric models / Francis X. Diebold and Til Schuermann
  • Simulation-based inference in non-linear state-space models : application to testing the permanent income hypothesis / Roberto S. Mariano and Hisashi Tanizaki
  • Simulation-based estimation of some factor models in econometrics / Vance L. Martin and Adrian R. Pagan
  • Simulation-based Bayesian inference for economic time series / John F. Geweke
  • A comparison of computational methods for hierarchical models in customer survey questionnaire data / Eric T. Bradlow
  • Calibration by simulation for small sample bias correction / Christian Gourieroux, Eric Renault, and Nizar Touzi
  • Simulation-based estimation of a non-linear, latent factor aggregate production function / Lee Ohanian ... [et al.]
  • Testing calibrated general equilibrium models / Fabio Canova and Eva Ortega
  • Simulation variance reduction for bootstrapping / Bryan W. Brown.