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Simulation-based Inference in Econometrics : Methods and Applications / Edited by Roberto Mariano, Til Schuermann, Melvyn J. Weeks.

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Format:
Book
Contributor:
Mariano, Roberto.
Schuermann, Til.
Weeks, Melvyn J.
Series:
Cambridge books online.
Language:
English
Subjects (All):
Econometric models.
Economics--Simulation methods.
Economics.
Physical Description:
1 online resource (476 pages) : digital, PDF file(s)
Place of Publication:
Cambridge : Cambridge University Press, 2000.
System Details:
Mode of access: World Wide Web.
text file
PDF
Summary:
Simulation-based inference (SBI) is the fastest growing area of research in modern econometrics. The techniques of SBI are widespread among scholars and researchers, and have become a staple part of undergraduate and postgraduate research programs. In this volume, Mariano, Schuermann, Weeks and their contributors provide an overview of the applications and techniques at the cutting edge of the subject, as well as a comprehensive survey of the existing literature.
Notes:
Title from publishers bibliographic system (viewed on 02 Mar 2012).
Other Format:
Print version:
ISBN:
9780511751981
9780521591126
Access Restriction:
Restricted for use by site license.

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