Simulation-based econometric methods

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Business & Economics - Mathematical Economics
Simulation-based econometric methods

Simulation-based econometric methods

Name: Simulation-based econometric methods
ISBN: 9780198774754

Christian Gouriéroux, Alain Monfort

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This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach.

种类:

Business & Economics - Mathematical Economics

年:

1997

出版社:

Oxford University Press, USA

语言:

english

页:

185

ISBN 10:

019152509X