Econometric Inference Using Simulation Techniques - Rilegato

Dijk, Herman Van

 
9780471956235: Econometric Inference Using Simulation Techniques

Sinossi

The study of algorithms for efficient numerical integration by means of simulation techniques has become an important area in econometrics. This text presents the latest thinking in the field, with contributions from key international researchers. It covers the three main areas of econometric inference where the use of simulation methods has been successful: Bayesian inference; classical inferences; and the solution and stochastic simulation of dynamic econometric models.

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9785556227507: Econometric Inference Using Simulation Tehcniques

Edizione in evidenza

ISBN 10:  5556227500 ISBN 13:  9785556227507
Casa editrice: John Wiley & Sons, 1995
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