Maximum Simulated Likelihood Methods and Applications: 26 (Advances in Econometrics) - Tapa dura

 
9780857241498: Maximum Simulated Likelihood Methods and Applications: 26 (Advances in Econometrics)
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ISBN 10: 0857241494 ISBN 13: 9780857241498
Editorial: Emerald Group Publishing Limited, 2010

Sinopsis

This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.

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Reseña del editor

This volume is a collection of methodological developments and applications of simulation-based methods that were presented at a workshop at Louisiana State University in November, 2009. The first two papers are extensions of the GHK simulator: one reconsiders the computation of the probabilities in a discrete choice model while another example uses an adaptive version of sparse-grids integration (SGI) instead of simulation. Two studies are focused specifically on the methodology: the first compares the performance of the maximum-simulated likelihood (MSL) approach with a proposed composite marginal likelihood (CML) approach in multivariate ordered-response situations, while the second examines methods of testing for the presence of heterogeneity in the heterogeneity model. Further topics examined include: education savings accounts, parent contributions and education attainment; estimating the effect of exchange rate flexibility on financial account openness; estimating a fractional response model with a count endogenous regressor; and modelling and forecasting volatility in a bayesian approach.

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Editorial
Emerald Group Publishing Limited
Año de publicación
2010
Idioma
Inglés
ISBN 10 
0857241494
ISBN 13 
9780857241498
Encuadernación
Tapa dura
Número de páginas
372
Editor
Hill R. Carter, Greene William
Contacto del fabricante
no disponible
Persona responsable
GPSR Kontakt
gpsr@libri.de

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