Maximum Simulated Likelihood Methods and Applications (Advances in Econometrics, 26, Band 26) - Hardcover

 
9780857241498: Maximum Simulated Likelihood Methods and Applications (Advances in Econometrics, 26, Band 26)

Inhaltsangabe

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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