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Maximum Simulated Likelihood Methods and Applications - Advances in Econometrics
William Greene
Maximum Simulated Likelihood Methods and Applications - Advances in Econometrics
William Greene
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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