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Simulation-Based Econometric Methods (English, Monfort Gourieroux | Christian Gourieroux | Alain Monfort)

By Monfort Gourieroux | Christian Gourieroux | Alain MonfortOUP Oxford
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Book Details

ISBN-139780198774754
ISBN-100198774753

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About the Book

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 densit…

ISBN: 9780198774754

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