Simulation-based econometric methods /
Simulation-Based Econometric Methods introduces a new generation of econometric methods in the classical domain. After linear models leading to analytical expressions for estimators and non-linear models using numerical optimization algorithms, the availability of high-speed computing has enabled ec...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Oxford ; New York :
Oxford Univ. Press,
©1996.
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| Series: | CORE lectures.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | Simulation-Based Econometric Methods introduces a new generation of econometric methods in the classical domain. After linear models leading to analytical expressions for estimators and non-linear models using numerical optimization algorithms, the availability of high-speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented, for instance, by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach. |
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| Physical Description: | 1 online resource (x, 174 pages) : illustrations |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9780198774754 0198774753 9780191596339 0191596337 1281978396 9781281978394 |