书目详细信息
： Simulation-based inference in econometrics :
书目信息 机读格式(MARC)
| ISBN： | 9780521088022 (pbk.) : |
|---|---|
| ISBN： | 052108802X (pbk.) : |
| 编目源： | UK-WkNB UK-WkNB |
| 题名： | Simulation-based inference in econometrics : methods and applications / Edited by Roberto S. Mariano, Melvyn J. Weeks. |
| 索书号： | F224.0/M333E |
| 出版发行项： | Cambridge : Cambridge University Press : [distributor] Cambridge University Press : [distributor] Cambridge University Press : [distributor] Cambridge University Press : [distributor] Cambridge University Press (South Africa) : [distributor] Cambridge University Press, 2008. |
| 载体形态： | 476 p. : 39 graphs, 25 ; 23 cm. |
| 一般附注： | Paperback. Trade paperback (US). |
| 格式化内容附注： | Part I. Simulation-Based Inference in Econometrics, Methods and Applications: Introduction Melvyn Weeks-- 1. Simulation-based inference in econometrics: motivation and methods Steven Stern-- Part II. Microeconometric Methods: Introduction Melvyn Weeks-- 2. Accelerated Monte Carlo integration: an application to dynamic latent variable models Jean-Francois Richard and Wei Zhang-- 3. Some practical issues in maximum simulated likelihood Vassillis A. Hajivassiliou-- 4. Bayesian inference for dynamic discrete choice models without the need for dynamic programming John Geweke and Miochael Keane-- 6. Bayesian analysis of the multinomial probit model Peter E. Rossi and Robert E. McCulloch-- Part III. Time Series Methods and Models: Introduction Til Schuermann-- 7. Simulated moment methods for empirical equivalent martingale measures Bent Jesper Christensen and Nicholas M. Kiefer-- 8. Exact maximum likelihood estimation of observation-driven econometric models Francis X. Diebold and Til Schuermann-- 9. Simulation-based inference in non-linear state space models: application to testing the permanent income hypothesis Roberto S. Mariano and Hisashi Tanizaki-- 10. Simulation-based estimation of some factor models in econometrics Vance L. Martin and Adrian R. Pagan-- 11. Simulation-based Bayesian inference for economic time series John Geweke-- Part IV. Other Areas of Application and Technical Issues: Introduction Roberto S. Mariano-- 12. A comparison of computational methods for hierarchical methods in customer survey questionnaire data Eric T. Bradlow-- 13. Calibration by simulation for small sample bias correction Christian Gourieroux, Eric Renault and Nizar Touzi-- 14. Simulation-based estimation of a nonlinear, latent factor aggregate production function Lee Ohanian, Giovanni L. Violante, Per Krusell, Jose-Victor Rios-Rull-- 15. Testing calibrated general equilibrium models Fabio Canova and Eva Ortega-- 16. Simulation variance reduction for bootstrapping Bryan W. Brown-- Index. |