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Simulation-based Inference in Econometrics

By: Roberto (University of Pennsylvania) Mariano (Author) , New Jersey) Schuermann Til (AT&T Bell Laboratories (Author) , Melvyn J. (University of Cambridge) Weeks (Author)

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Ksh 8,900.00

Format: Paperback or Softback

ISBN-13: 9780521088022

Publisher: Cambridge University Press

Publication Date: Dec 11th, 2008

Weight: 690 grams

Dimension: 23.00 x 16.00 x 2.70 cms

Category: Economic statistics

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Simulation-based inference (SBI) is the fastest growing area of research in modern econometrics. This substantial international volume provides an overview of the applications and techniques at the cutting edge of the subject as well as providing a comprehensive survey of the existing literature.

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