Maximum Simulated Likelihood Methods and Applications
Book Details
Format
Hardback or Cased Book
Book Series
Advances in Econometrics
ISBN-10
0857241494
ISBN-13
9780857241498
Publisher
Emerald Publishing Limited
Imprint
Emerald Group Publishing Limited
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Dec 3rd, 2010
Print length
363 Pages
Weight
660 grams
Dimensions
16.20 x 30.80 x 2.60 cms
Product Classification:
Econometrics
Ksh 18,900.00
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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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