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Maximum Simulated Likelihood Methods and Applications (English, William Greene | R. Carter Hill | Carter Hill)
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Maximum Simulated Likelihood Methods and Applications (English, William Greene | R. Carter Hill | Carter Hill)

By William Greene | R. Carter Hill | Carter HillEmerald Group Publishing
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ISBN-139780857241498
ISBN-100857241494

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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 focus…

ISBN: 9780857241498

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