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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Economics, finance, business & management Economics Econometrics

• Plný název: Maximum Simulated Likelihood Methods and Applications
• Autor: William Greene
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 363
• EAN: 9780857241498
• ISBN: 0857241494
• ID: 04172084
• Nakladatelství: Emerald Publishing Limited
• Hmotnost: 660 g
• Rozměry: 162 × 308 × 26 mm
• Datum vydání: 03. December 2010

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