Economics
Simulation-Based Econometric Methods (English, Monfort Gourieroux | Christian Gourieroux | Alain Monfort)
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Product Description
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
Book Specifications
| ISBN-13 | 9780198774754 |
| ISBN-10 | 0198774753 |
| Publisher | OUP Oxford |
| Category | Economics |
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