Maximum Simulated Likelihood Methods and Applications: 26 - Rilegato

Rilegato

ISBN 10: 0857241494 ISBN 13: 9780857241498

Casa editrice: Emerald Group Pub Ltd, 2010

Riassunto

This volume is a collection of methodological developments and applications of simulation-based methods that were presented at a workshop at Louisiana State University in November, 2009. The first two papers are extensions of the GHK simulator: one reconsiders the computation of the probabilities in a discrete choice model while another example uses an adaptive version of sparse-grids integration (SGI) instead of simulation. Two studies are focused specifically on the methodology: the first compares the performance of the maximum-simulated likelihood (MSL) approach with a proposed composite marginal likelihood (CML) approach in multivariate ordered-response situations, while the second examines methods of testing for the presence of heterogeneity in the heterogeneity model. Further topics examined include: education savings accounts, parent contributions and education attainment; estimating the effect of exchange rate flexibility on financial account openness; estimating a fractional response model with a count endogenous regressor; and modelling and forecasting volatility in a bayesian approach.

Dettagli dell'edizione

• Editore: Emerald Group Pub Ltd
• Data di pubblicazione: 2010
• Lingua: Inglese
• ISBN 10: 0857241494
• ISBN 13: 9780857241498
• Rilegatura: Copertina rigida
• Numero di pagine: 356
• Redattore: Greene William, Hill R. Carter
• Contatto del produttore: non disponibile
• Persona responsabile: GPSR Kontakt; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Germania