Simulation-Based Inference in Econometrics : Methods and Applications

Language: English

Published by Cambridge University Press, 2000

0521591120 / 9780521591126

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9780521591126

Title
Simulation-Based Inference in Econometrics : Methods and Applications
Author
Roberto Mariano
Publisher
Cambridge University Press
Publication year
2000
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0521591120
ISBN 13
9780521591126
Item weight
917 grams
Dimensions
235x157x32 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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