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9780198774754 - Simulation-based Econometric Methods Oup/core Lecture Series by Gouriéroux, Christian; Monfort, Alain (22 results)
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Simulation-Based Econometric Methods
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
£ 6.21
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Add to basketHardcover. Condition: Fair. No Jacket. Former library book; Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less 1.05.
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Simulation-Based Econometric Methods. Core Lectures.
Published by Oxford University Press;, 1996
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Seller rating 5 out of 5 stars
£ 43.60
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Add to basketCondition: Gut. 174 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.). der Buchzustand ist ordentlich und dem Alter entsprechend gut. Sprache: Englisch. Sprache: Englisch Gewicht in Gramm: 450 23,0 x 15,6 x 1,8 cm, gebundene Ausgabe.
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Simulation-Based Econometric Methods Core Lectures
Published by Oxford University Press, 1996
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Seller rating 5 out of 5 stars
£ 44.49
Convert currency£ 6.88 shipping from Germany to United KingdomQuantity: 1 available
Add to basketgebundene Ausgabe. Condition: Gut. 174 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.). Schnitt und Einband sind etwas staubschmutzig; Einbandkanten sind leicht bestossen; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Sprache: Englisch Gewicht in Gramm: 400.
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Simulation-Based Econometric Methods (OUP/CORE Lecture Series)
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
£ 41.34
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£ 66.61
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Add to basketCondition: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher.
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Simulation-Based Econometric Methods
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
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Simulation-Based Econometric Methods (OUP/CORE Lecture Series)
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
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Simulation-Based Econometric Methods
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
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Simulation-based Econometric Methods (Hardcover)
Published by Oxford University Press, Oxford, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
£ 57.94
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Add to basketHardcover. Condition: new. Hardcover. This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or inthe moments can be circumvented by a simulation-based approach. After a brief survey of classical parametric and semi-parametric non-linear estimation methods and a description ofproblems in which criterion functions contain integrals, the authors present a general form of the model where it is possible to simulate the observations. They then move to calibration problems and the simulated analogue of the method of moments, before considering simulated versions of maximum likelihood, pseudo-maximum likelihood, or non-linear least squares. The general principle of indirect inference is presented and is then applied to limited dependent variable models and to financialseries. This book presents an exciting new set of econometric methods. They have been developed as a result of the increase in power and affordability of computers which allow simulations to be run. The authors have played a large role in developing the techniques. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Simulation-based Econometric Methods (Hardcover)
Published by Oxford University Press, Oxford, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
Hardcover. Condition: new. Hardcover. This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or inthe moments can be circumvented by a simulation-based approach. After a brief survey of classical parametric and semi-parametric non-linear estimation methods and a description ofproblems in which criterion functions contain integrals, the authors present a general form of the model where it is possible to simulate the observations. They then move to calibration problems and the simulated analogue of the method of moments, before considering simulated versions of maximum likelihood, pseudo-maximum likelihood, or non-linear least squares. The general principle of indirect inference is presented and is then applied to limited dependent variable models and to financialseries. This book presents an exciting new set of econometric methods. They have been developed as a result of the increase in power and affordability of computers which allow simulations to be run. The authors have played a large role in developing the techniques. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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Simulation-Based Econometric Methods (OUP/CORE Lecture Series)
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
£ 3.90
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Add to baskethardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
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Simulation-Based Econometric Methods
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
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Simulation-Based Econometric Methods
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
£ 86.63
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Simulation-Based Econometric Methods
Published by Oxford University Press (UK) Apr 1997, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
£ 117.86
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Add to basketBuch. Condition: Neu. Neuware - Simulation-Based Econometric Methods introduces a new generation of econometric methods in the classical domain. After linear models leading to analytical expressions for estimators and non-linear models using numerical optimization algorithms, the availability of high-speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented, for instance, by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach.
-
Simulation-Based Econometric Methods (OUP/CORE Lecture Series)
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
£ 112.77
Convert currency£ 56.78 shipping from U.S.A. to United KingdomQuantity: Over 20 available
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Simulation-based Econometric Methods (Hardcover)
Published by Oxford University Press, Oxford, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
£ 135.39
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Add to basketHardcover. Condition: new. Hardcover. This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or inthe moments can be circumvented by a simulation-based approach. After a brief survey of classical parametric and semi-parametric non-linear estimation methods and a description ofproblems in which criterion functions contain integrals, the authors present a general form of the model where it is possible to simulate the observations. They then move to calibration problems and the simulated analogue of the method of moments, before considering simulated versions of maximum likelihood, pseudo-maximum likelihood, or non-linear least squares. The general principle of indirect inference is presented and is then applied to limited dependent variable models and to financialseries. This book presents an exciting new set of econometric methods. They have been developed as a result of the increase in power and affordability of computers which allow simulations to be run. The authors have played a large role in developing the techniques. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Simulation-based Econometric Methods
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
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Simulation-Based Econometric Methods
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
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Simulation-based Econometric Methods
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
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Simulation-based Econometric Methods
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
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Simulation-based Econometric Methods (eng)
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
£ 106.84
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Simulation-Based Econometric Methods
Published by Oxford University Press, 1997
ISBN 10: 0198774753 ISBN 13: 9780198774754
Language: English
Condition: New. Print on Demand pp. 188 Figures, Illus.
