Simulation-Based Econometric Methods (OUP/CORE Lecture)

Simulation-Based Econometric Methods (OUP/CORE Lecture)


Yazar Monfort Gourieroux Christian Gourieroux Alain Monfort
Yayınevi OUP Oxford
ISBN 9780198774754
Baskı yılı 2002
Sayfa sayısı 188
Ağırlık 0.47 kg
Stok durumu Tükendi   

This book introduces a new generation of statistical econometrics. 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
1 Introduction and Motivations 1
2 The Method of Simulated Moments (MSM)