Simulation-based Inference in Econometrics: Methods and Applications - Hardcover

 
9780521591126: Simulation-based Inference in Econometrics: Methods and Applications
Hardcover
ISBN 10: 0521591120 ISBN 13: 9780521591126
Publisher: Cambridge University Press, 2000

Synopsis

Simulation-based inference (SBI) is the fastest growing area of research in modern econometrics. The techniques of SBI are widespread among scholars and researchers, and have become a staple part of undergraduate and postgraduate research programs. In this volume, Mariano, Schuermann, Weeks and their contributors provide an overview of the applications and techniques at the cutting edge of the subject, as well as a comprehensive survey of the existing literature. The contributions include important new essays by many of the leading figures currently working in econometrics.

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Review

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

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2000
Language
English
ISBN 10 
0521591120
ISBN 13 
9780521591126
Binding
Hardcover
Number of pages
476
Editor
Mariano Roberto, Schuermann Til, Weeks Melvyn J.

Other Popular Editions of the Same Title

9780521088022: Simulation-based Inference in Econometrics: Methods and Applications

Featured Edition

ISBN 10:  052108802X ISBN 13:  9780521088022
Publisher: Cambridge University Press, 2008
Softcover