Econometric Inference Using Simulation Techniques

Van Dijk, Herman K; Monfort, Alain; Brown, Bryan W

ISBN 10: 0471956236 / ISBN 13: 9780471956235

Published by John Wiley & Sons, Chichester, Sussex, 1996

About this Item

Missing DJ if issued, corners lightly bumped, base of spine somewhat chewed, slight stain to base of reading block. ; Second printing, February 1996. Gloss boards. Nice tight copy, no names or marks inside, appears unread. Large, heavy book and priced accordingly. ; 280 pages; The study of algorithms for numericalintegration by means of simulation techniques hads become an important area of econometrics. This book provides a comprehensive assessment of the latest simulation techniques, and examines the three main areas of econometric inference where the use of simulation methods has been successful; Bayesian inference, classical inference, and the solution and stochastic simulation of dynamic econometric models, in particular general equilibrium models.

Seller Inventory # 31717

Bibliographic Details

• Title: Econometric Inference Using Simulation Techniques
• Publisher: John Wiley & Sons, Chichester, Sussex
• Publication Date: 1996
• Language: English
• ISBN 10: 0471956236
• ISBN 13: 9780471956235
• Binding: Hardcover
• Edition: Second Printing.
• Condition: Very Good-
• Dust Jacket Condition: No Dust Jacket

About this title

Synopsis

This book provides a comprehensive assessment of the latest simulation techniques, and examines the three main areas of econometric inference where the use of simulation methods has been successful; Bayesian inference, classical inference, and the solution and stochastic simulation of dynamic econometric models, in particular general equilibrium models.

From the Publisher

Noted international researchers present the very latest knowledge in the field. This essential work covers the three main areas of econometric inference where the use of simulation methods has been successful--Bayesian inference, classical inference, the solution and stochastic simulation of dynamic econometric models, especially general equilibrium models.