Maximum Simulated Likelihood Methods and Applications - Advances in Econometrics - William Greene - Books - Emerald Publishing Limited - 9780857241498 - December 3, 2010
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Maximum Simulated Likelihood Methods and Applications - Advances in Econometrics

William Greene

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Maximum Simulated Likelihood Methods and Applications - Advances in Econometrics

This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.

363 pages, illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released December 3, 2010
ISBN13 9780857241498
Publishers Emerald Publishing Limited
Pages 363
Dimensions 308 × 162 × 26 mm   ·   660 g
Language English  
Series Editor Fomby, Tom
Series Editor Hill, Carter
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