Simulation-based Inference in Econometrics: Methods and Applications - Softcover

Mariano, Roberto

 
9780521088022: Simulation-based Inference in Econometrics: Methods and Applications
Softcover
ISBN 10: 052108802X ISBN 13: 9780521088022
Verlag: Cambridge University Press, 2009

Inhaltsangabe

An overview of the techniques and practices involved in simulation-based inference.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Críticas

"This book would be a valuable reference for empirical researchers interested in applying simulation-based methods." JASA

Reseña del editor

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Cambridge University Press
Erscheinungsdatum
2009
Sprache
Englisch
ISBN 10 
052108802X
ISBN 13 
9780521088022
Einband
Tapa blanda
Anzahl der Seiten
476
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Frankreich

Weitere beliebte Ausgaben desselben Titels

9780521591126: Simulation-based Inference in Econometrics Hardback: Methods and Applications

Vorgestellte Ausgabe

ISBN 10:  0521591120 ISBN 13:  9780521591126
Verlag: Cambridge University Press, 2000
Hardcover