Maximum simulated likelihood methods and applications
The economics and statistics literature using computer simulation based methods has grown enormously over the past decades. Maximum Simulated Likelihood is a statistical tool useful for incorporating individual differences (called heterogeneity in the econometrics literature) and variations into a s...
| Άλλοι συγγραφείς: | , |
|---|---|
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Bingley, U.K. :
Emerald,
2010.
|
| Σειρά: | Advances in econometrics ;
26. |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Introduction / William Greene
- MCMC perspectives on simulated likelihood estimation / Ivan Jeliazkov and Esther Hee Lee
- The panel probit model : adaptive integration on sparse grids / Florian Heiss
- A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered response model / Chandra R. Bhat, Cristiano Varin, Nazneen Ferdous
- Pretest estimation in the random parameters logit model / Tong Zeng and R. Carter Hill
- Simulated maximum likelihood estimation of continuous time stochastic volatility models / Tore Selland Kleppe, Jun Yu, Hans J. Skaug
- Education savings accounts, parent contributions, and education attainment / Michael D. S. Morris
- Estimating the effect of exchange rate flexibility on financial account openness / Raul Razo-Garcia
- estimating a fractional response model with a count endogenous regressor and an application to female labor supply / Hoa B. Nguyen
- Alternative random effects panel gamma SML estimation with heterogeneity in random and one-sided error / Saleem Shaik and Ashok K. Mishra
- Modelling and forecasting volatility in a Bayesian approach / Esmail Amiri.
