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
URL:
Volltext
(lizenzpflichtig)
