Econometric Inference Using Simulation Techniques - Tapa dura

Dijk, Herman Van

 
9780471956235: Econometric Inference Using Simulation Techniques

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Otras ediciones populares con el mismo título

9785556227507: Econometric Inference Using Simulation Tehcniques

Edición Destacada

ISBN 10:  5556227500 ISBN 13:  9785556227507
Editorial: John Wiley & Sons, 1995
Tapa dura