Simulation-based inference in econometrics : methods and applications /
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| Format: | Book |
| Language: | English |
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Cambridge ; New York :
Cambridge University Press,
2000.
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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.