Simulation based inference in econometrics: methods and applications
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2008
|
| Edition: | Digitally printed version |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references and index. - Originally published: 2000 |
| Physical Description: | X, 462S. graph. Darst. |
| ISBN: | 9780521088022 9780521591126 |
Staff View
MARC
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| 245 | 1 | 0 | |a Simulation based inference in econometrics |b methods and applications |c Roberto Mariano, Til Schuermann, and Melvyn J. Weeks |
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Record in the Search Index
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| adam_text | Contents
List of contributors page
vii
Foreword by M. Hashem
Pesaran
Part I Simulation-based inference in econometrics: methods and
applications
Introduction Melvyn Weeks
3
1
Simulation-based inference in econometrics:
motivation and methods
9
Steven Stern
Part II Microeconometric methods
Introduction Melvvn Weeks
41
2
Accelerated Monte Carlo integration: an application to
dynamic latent variables models
47
Jean-François
Richard and Wei Zhang
3
Some practical issues in maximum simulated likelihood
71
Vass
і
I is A. Hajivcissiliou
4
Bayesian inference for dynamic discrete choice models
without the need for dynamic programming
100
John F. Geweke and Michael P.
Keane
5
Testing binomial and multinomial choice models using
Cox s non-nested test
132
Melvyn Weeks
6
Bayesian analysis of the multinomial
probit
model
158
Robert E. McCulloch and Peter E. Rossi
vi
Contents
Part III Time series methods and models
Introduction Til Schuermann
179
7
Simulated moment methods for empirical equivalent
martingale measures
183
Bent
Jesper
Christensen and Nicholas M.
Kiefer
8
Exact maximum likelihood estimation of observation-
driven econometric models
205
Francis X. Dieboldand Til Schuermann
9
Simulation-based inference in non-linear state-space
models: application to testing the permanent income
hypothesis
218
Roberto S. Mariano and Hisashi Tanizaki
10
Simulation-based estimation of some factor models in
econometrics
235
Vance L. Martin and Adrian
К
Pagan
11
Simulation-based Bayesian inference for economic time
series
255
John F. Geweke
Part IV Other areas of application and technical issues
Introduction Roberto S. Mariano
303
12
A comparison of computational methods for hierarchical
models in customer survey questionnaire data
307
Eric T. Bradlow
13
Calibration by simulation for small sample bias correction
328
Christian Gourieroux, Eric Renault,
and N
izar
Touzi
14
Simulation-based estimation of a non-linear, latent factor
aggregate production function
359
LeeOhanian, Giovanni L.
Violante,
Per Krusell,
and Jose- Victor Rios-Rull
15
Testing calibrated general equilibrium models
400
Fabio Canova
and Eva Ortega
16
Simulation variance reduction for bootstrapping
437
Bryan W. Brown
Index
458
|
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | Digitally printed version |
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| spelling | Mariano, Roberto Verfasser aut Simulation based inference in econometrics methods and applications Roberto Mariano, Til Schuermann, and Melvyn J. Weeks Digitally printed version Cambridge Cambridge University Press 2008 X, 462S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index. - Originally published: 2000 Mathematisches Modell Econometrics / Mathematical models Simulation methods Ökonometrie (DE-588)4132280-0 gnd rswk-swf Inferenzstatistik (DE-588)4247120-5 gnd rswk-swf Statistische Entscheidungstheorie (DE-588)4077850-2 gnd rswk-swf Simulation (DE-588)4055072-2 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Ökonometrie (DE-588)4132280-0 s Simulation (DE-588)4055072-2 s Inferenzstatistik (DE-588)4247120-5 s DE-604 Statistische Entscheidungstheorie (DE-588)4077850-2 s Schuermann, Til Verfasser (DE-588)115296913 aut Weeks, Melvyn Verfasser (DE-588)133327442 aut Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020324192&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Mariano, Roberto Schuermann, Til Weeks, Melvyn Simulation based inference in econometrics methods and applications Mathematisches Modell Econometrics / Mathematical models Simulation methods Ökonometrie (DE-588)4132280-0 gnd Inferenzstatistik (DE-588)4247120-5 gnd Statistische Entscheidungstheorie (DE-588)4077850-2 gnd Simulation (DE-588)4055072-2 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4247120-5 (DE-588)4077850-2 (DE-588)4055072-2 (DE-588)4143413-4 |
| title | Simulation based inference in econometrics methods and applications |
| title_auth | Simulation based inference in econometrics methods and applications |
| title_exact_search | Simulation based inference in econometrics methods and applications |
| title_full | Simulation based inference in econometrics methods and applications Roberto Mariano, Til Schuermann, and Melvyn J. Weeks |
| title_fullStr | Simulation based inference in econometrics methods and applications Roberto Mariano, Til Schuermann, and Melvyn J. Weeks |
| title_full_unstemmed | Simulation based inference in econometrics methods and applications Roberto Mariano, Til Schuermann, and Melvyn J. Weeks |
| title_short | Simulation based inference in econometrics |
| title_sort | simulation based inference in econometrics methods and applications |
| title_sub | methods and applications |
| topic | Mathematisches Modell Econometrics / Mathematical models Simulation methods Ökonometrie (DE-588)4132280-0 gnd Inferenzstatistik (DE-588)4247120-5 gnd Statistische Entscheidungstheorie (DE-588)4077850-2 gnd Simulation (DE-588)4055072-2 gnd |
| topic_facet | Mathematisches Modell Econometrics / Mathematical models Simulation methods Ökonometrie Inferenzstatistik Statistische Entscheidungstheorie Simulation Aufsatzsammlung |
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