Econometric Inference using Simulation Techniques - Hardcover

 
9780471956235: Econometric Inference using Simulation Techniques

Synopsis

This book provides a comprehensive assessment of the latest simulation techniques, and examines the three main areas of econometric inference where the use of simulation methods has been successful; Bayesian inference, classical inference, and the solution and stochastic simulation of dynamic econometric models, in particular general equilibrium models.

"synopsis" may belong to another edition of this title.

Synopsis

The study of algorithms for efficient numerical integration by means of simulation techniques has become an important area in econometrics. This text presents the latest thinking in the field, with contributions from key international researchers. It covers the three main areas of econometric inference where the use of simulation methods has been successful: Bayesian inference; classical inferences; and the solution and stochastic simulation of dynamic econometric models.

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9785556227507: Econometric Inference Using Simulation Tehcniques

Featured Edition

ISBN 10:  5556227500 ISBN 13:  9785556227507
Publisher: John Wiley & Sons, 1995
Hardcover