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  • 1
    Online Resource
    Online Resource
    Maximum simulated likelihood methods and applications (2010)
    Bingley, U.K. :Emerald,
    Details
    UID:
    almahu_9949068946202882
    Format: 1 online resource (xiv, 356 p.) : , ill.
    ISBN: 9780857241504 (electronic bk.) :
    Series Statement: Advances in econometrics, 26
    Content: The economics and statistics literature using computer simulation based methods has grown enormously over the past decades. Maximum Simulated Likelihood is a statistical tool useful for incorporating individual differences (called heterogeneity in the econometrics literature) and variations into a statistical analysis. Problems that can be intractable with traditional methods are solved using computer simulation integrated with classical methods. Instead of assuming that everyone responds to stimuli in the same way, allowances are made for the possibility that different decision makers will respond in different ways. The techniques can be applied to problems of individual choice, such as the choice of a transportation model, or choice among health care options, as well as to the problem of making financial and macroeconomic predictions. Contributors to the volume discuss alternative simulation methods that permit faster and more accurate inference, as well as applications of established methods.
    Note: Introduction / William Greene -- MCMC perspectives on simulated likelihood estimation / Ivan Jeliazkov and Esther Hee Lee -- The panel probit model : adaptive integration on sparse grids / Florian Heiss -- A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered response model / Chandra R. Bhat, Cristiano Varin, Nazneen Ferdous -- Pretest estimation in the random parameters logit model / Tong Zeng and R. Carter Hill -- Simulated maximum likelihood estimation of continuous time stochastic volatility models / Tore Selland Kleppe, Jun Yu, Hans J. Skaug -- Education savings accounts, parent contributions, and education attainment / Michael D. S. Morris -- Estimating the effect of exchange rate flexibility on financial account openness / Raul Razo-Garcia -- estimating a fractional response model with a count endogenous regressor and an application to female labor supply / Hoa B. Nguyen -- Alternative random effects panel gamma SML estimation with heterogeneity in random and one-sided error / Saleem Shaik and Ashok K. Mishra -- Modelling and forecasting volatility in a Bayesian approach / Esmail Amiri.
    Additional Edition: ISBN 9780857241498
    Language: English
    URL: https://www.emerald.com/insight/publication/doi/10.1108/S0731-9053(2010)26
    URL: Volltext  (URL des Erstveröffentlichers)
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Online Access
    HU Berlin
    HTW Berlin
    BTU Cottbus
  • 2
    Online Resource
    Online Resource
    Maximum simulated likelihood methods and applications (2010)
    Bingley[u.a.] : Emerald
    Details
    UID:
    gbv_1652159436
    Format: Online-Ressource (XIV, 356 S.) , graf. Darst.
    Edition: Online-Ausg.
    ISBN: 9780857241498 , 0857241494 , 0857241508
    Series Statement: Advances in econometrics 26
    Content: The economics and statistics literature using computer simulation based methods has grown enormously over the past decades. Maximum Simulated Likelihood is a statistical tool useful for incorporating individual differences (called heterogeneity in the econometrics literature) and variations into a statistical analysis. Problems that can be intractable with traditional methods are solved using computer simulation integrated with classical methods. Instead of assuming that everyone responds to stimuli in the same way, allowances are made for the possibility that different decision makers will respond in different ways. The techniques can be applied to problems of individual choice, such as the choice of a transportation model, or choice among health care options, as well as to the problem of making financial and macroeconomic predictions. Contributors to the volume discuss alternative simulation methods that permit faster and more accurate inference, as well as applications of established methods.
    Additional Edition: ISBN 9780857241504
    Additional Edition: ISBN 9780857241498
    Additional Edition: Erscheint auch als Druck-Ausgabe Maximum simulated likelihood methods and applications Bingley [u.a.] : Emerald, 2010 ISBN 0857241494
    Additional Edition: ISBN 0857241508
    Additional Edition: ISBN 9780857241498
    Additional Edition: ISBN 9780857241504
    Language: English
    Subjects: Economics
    RVK:
    QH 300
    Keywords: Simulation ; Ökonometrisches Modell ; Konferenzschrift
    DOI: 10.1108/S0731-9053(2010)26
    URL: lizenzpflichtig
    URL: lizenzpflichtig
    URL: Inhaltstext
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Open Access Request
    Stabi Berlin
    UB Potsdam
  • 3
    Online Resource
    Online Resource
    Maximum simulated likelihood methods and applications (2010)
    Bingley, UK : Emerald
    Details
    UID:
    gbv_687106869
    Format: Online-Ressource (xiv, 356 p) , ill
    Edition: 1st ed
    Edition: Online-Ausg. Palo Alto, Calif ebrary 2011 Electronic reproduction; Available via World Wide Web
    ISBN: 0857241494 , 0857241508 , 9780857241498 , 9780857241504
    Series Statement: Advances in econometrics 26
    Content: The economics and statistics literature using computer simulation based methods has grown enormously over the past decades. Maximum Simulated Likelihood is a statistical tool useful for incorporating individual differences (called heterogeneity in the econometrics literature) and variations into a statistical analysis. Contributors to the volume discuss alternative simulation methods that permit faster and more accurate inference, as well as applications of established methods
    Note: Includes bibliographical references , Front cover ; Advances in Econometrics ; Copyright page ; Contents ; List of contributors; Introduction; Acknowledgments; References; Part I: Theory and Methods ; Chapter 1. MCMC perspectives on simulated likelihood estimation ; Chapter 2. The panel probit model: Adaptive integration on sparse grids ; Chapter 3. A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered-response model ; Chapter 4. Pretest Estimation in the Random Parameters Logit Model , Chapter 5. Simulated maximum likelihood estimation of continuous time stochastic volatility models Part II: Applications ; Chapter 6. Education savings accounts, parent contributions, and education attainment ; Chapter 7. Estimating the effect of exchange rate flexibility on financial account openness ; Chapter 8. Estimating a Fractional Response Model with a count endogenous regressor and an application to female labor supply ; Chapter 9. Alternative random effects panel gamma SML estimation with heterogeneity in random and one-sided error , Chapter 10. Modeling and forecasting volatility in a bayesian approach , Electronic reproduction; Available via World Wide Web
    Additional Edition: Erscheint auch als Druck-Ausgabe Maximum simulated likelihood methods and applications Bingley [u.a.] : Emerald, 2010 ISBN 0857241494
    Additional Edition: ISBN 0857241508
    Additional Edition: ISBN 9780857241498
    Additional Edition: ISBN 9780857241504
    Language: English
    Subjects: Economics
    RVK:
    QH 300
    URL: Volltext  (lizenzpflichtig)
    URL: Volltext
    URL: Inhaltstext
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Online Access
    UB Potsdam
  • 4
    Book
    Book
    Maximum simulated likelihood methods and applications / (2010)
    Bingley :Emerald,
    Details
    UID:
    almafu_BV036882236
    Format: XIV, 356 S. : , graph. Darst.
    Edition: 1. ed.
    ISBN: 978-0-85724-149-8
    Series Statement: Advances in econometrics 26
    Additional Edition: Erscheint auch als Online-Ausgabe ISBN 978-0-85724-150-4
    Language: English
    Keywords: Ökonometrisches Modell ; Likelihood-Quotienten-Test ; Simulation ; Aufsatzsammlung ; Konferenzschrift
    URL: Inhaltsverzeichnis
    Library Location Call Number Volume/Issue/Year Availability
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    Book
    FU Berlin get availability status
  • 5
    Online Resource
    Online Resource
    Maximum simulated likelihood methods and applications / (2010)
    Bingley, UK :Emerald,
    Details
    UID:
    edocfu_9959226878602883
    Format: 1 online resource (370 p.)
    Edition: 1st ed.
    ISBN: 1-282-96400-3 , 9786612964008 , 0-85724-150-8
    Series Statement: Advances in econometrics ; v. 26
    Content: The economics and statistics literature using computer simulation based methods has grown enormously over the past decades. Maximum Simulated Likelihood is a statistical tool useful for incorporating individual differences (called heterogeneity in the econometrics literature) and variations into a statistical analysis. Problems that can be intractable with traditional methods are solved using computer simulation integrated with classical methods. Instead of assuming that everyone responds to stimuli in the same way, allowances are made for the possibility that different decision makers will respond in different ways. The techniques can be applied to problems of individual choice, such as the choice of a transportation model, or choice among health care options, as well as to the problem of making financial and macroeconomic predictions. Contributors to the volume discuss alternative simulation methods that permit faster and more accurate inference, as well as applications of established methods.
    Note: Description based upon print version of record. , Introduction / William Greene -- MCMC perspectives on simulated likelihood estimation / Ivan Jeliazkov and Esther Hee Lee -- The panel probit model : adaptive integration on sparse grids / Florian Heiss -- A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered response model / Chandra R. Bhat, Cristiano Varin, Nazneen Ferdous -- Pretest estimation in the random parameters logit model / Tong Zeng and R. Carter Hill -- Simulated maximum likelihood estimation of continuous time stochastic volatility models / Tore Selland Kleppe, Jun Yu, Hans J. Skaug -- Education savings accounts, parent contributions, and education attainment / Michael D. S. Morris -- Estimating the effect of exchange rate flexibility on financial account openness / Raul Razo-Garcia -- estimating a fractional response model with a count endogenous regressor and an application to female labor supply / Hoa B. Nguyen -- Alternative random effects panel gamma SML estimation with heterogeneity in random and one-sided error / Saleem Shaik and Ashok K. Mishra -- Modelling and forecasting volatility in a Bayesian approach / Esmail Amiri. , English
    Additional Edition: ISBN 0-85724-149-4
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    FU Berlin
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