Simulation-based Inference in Econometrics: Methods and Applications - Tapa blanda

Mariano, Roberto

 
9780521088022: Simulation-based Inference in Econometrics: Methods and Applications
Tapa blanda
ISBN 10: 052108802X ISBN 13: 9780521088022
Editorial: Cambridge University Press, 2009

Sinopsis

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.

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

Críticas

"This book would be a valuable reference for empirical researchers interested in applying simulation-based methods." JASA

Reseña del editor

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.

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

Editorial
Cambridge University Press
Año de publicación
2009
Idioma
Inglés
ISBN 10 
052108802X
ISBN 13 
9780521088022
Encuadernación
Tapa blanda
Número de páginas
476
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Alemania

Otras ediciones populares con el mismo título

9780521591126: Simulation-based Inference in Econometrics Hardback: Methods and Applications

Edición Destacada

ISBN 10:  0521591120 ISBN 13:  9780521591126
Editorial: Cambridge University Press, 2000
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