Synopsis
An overview of the techniques and practices involved in simulation-based inference.
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Review
"This book would be a valuable reference for empirical researchers interested in applying simulation-based methods." JASA
Book Description
Simulation-based inference (SBI) is the fastest growing area of research in modern econometrics. This substantial international volume provides an overview of the applications and techniques at the cutting edge of the subject as well as providing a comprehensive survey of the existing literature.
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Simulation-based Inference in Econometrics: Methods and Applications
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Cambridge University Press, 2008
ISBN 10: 052108802X
ISBN 13: 9780521088022
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Simulation-based Inference in Econometrics: Methods and Applications
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Cambridge University Press, 2009
ISBN 10: 052108802X
ISBN 13: 9780521088022
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Softcover. Condition: Très bon. Ancien livre de bibliothèque. Légères traces d'usure sur la couverture. Salissures sur la tranche. Edition 2009. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Slight signs of wear on the cover. Stains on the edge. Edition 2009. Ammareal gives back up to 15% of this item's net price to charity organizations. Seller Inventory # D-965-933
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Simulation-based Inference in Econometrics: Methods and Applications
Published by
Cambridge University Press, 2008
ISBN 10: 052108802X
ISBN 13: 9780521088022
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Simulation-based Inference in Econometrics (Paperback)
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Cambridge University Press, Cambridge, 2008
ISBN 10: 052108802X
ISBN 13: 9780521088022
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Paperback. Condition: new. Paperback. This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and estimators, the asymptotic properties of these estimators, as well as descriptions of the different simulators in use. Second, the volume provides empirical and operational examples of SBI methods. Often what is missing, even in existing applied papers, are operational issues. Which simulator works best for which problem and why? This volume will explicitly address the important numerical and computational issues in SBI which are not covered comprehensively in the existing literature. Examples of such issues are: comparisons with existing tractable methods, number of replications needed for robust results, choice of instruments, simulation noise and bias as well as efficiency loss in practice. Simulation-based inference (SBI) is the fastest growing area of research in modern econometrics. This substantial international volume provides an overview of the applications and techniques at the cutting edge of the subject as well as providing a comprehensive survey of the existing literature. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521088022
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Simulation-based Inference in Econometrics: Methods and Applications
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ISBN 10: 052108802X
ISBN 13: 9780521088022
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Simulation-based Inference in Econometrics: Methods and Applications
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ISBN 10: 052108802X
ISBN 13: 9780521088022
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Simulation-based Inference in Econometrics: Methods and Applications
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ISBN 10: 052108802X
ISBN 13: 9780521088022
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Simulation-Based Inference In Econometrics: Methods And Applications
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ISBN 10: 052108802X
ISBN 13: 9780521088022
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Simulation-based Inference in Econometrics: Methods and Applications
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Cambridge University Press, 2009
ISBN 10: 052108802X
ISBN 13: 9780521088022
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Condition: New. An overview of the techniques and practices involved in simulation-based inference. Editor(s): Mariano, Roberto S.; Schuermann, Til; Weeks, Melvyn J. Num Pages: 476 pages, 25 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 27. Weight in Grams: 690. . 2009. paperback. . . . . Seller Inventory # V9780521088022
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Simulation-based Inference in Econometrics: Methods and Applications
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ISBN 10: 052108802X
ISBN 13: 9780521088022
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