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Books > Business & Economics > Economics > Econometrics > Economic statistics

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Simulation-based Inference in Econometrics - Methods and Applications (Paperback) Loot Price: R1,319
Discovery Miles 13 190
Simulation-based Inference in Econometrics - Methods and Applications (Paperback): Roberto Mariano, Til Schuermann, Melvyn J....

Simulation-based Inference in Econometrics - Methods and Applications (Paperback)

Roberto Mariano, Til Schuermann, Melvyn J. Weeks

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Loot Price R1,319 Discovery Miles 13 190 | Repayment Terms: R124 pm x 12*

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This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and estimators, the asymptotic properties of these estimators, as well as descriptions of the different simulators in use. Second, the volume provides empirical and operational examples of SBI methods. Often what is missing, even in existing applied papers, are operational issues. Which simulator works best for which problem and why? This volume will explicitly address the important numerical and computational issues in SBI which are not covered comprehensively in the existing literature. Examples of such issues are: comparisons with existing tractable methods, number of replications needed for robust results, choice of instruments, simulation noise and bias as well as efficiency loss in practice.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Release date: December 2008
First published: June 2008
Editors: Roberto Mariano • Til Schuermann • Melvyn J. Weeks
Dimensions: 229 x 152 x 27mm (L x W x T)
Format: Paperback - Trade
Pages: 476
ISBN-13: 978-0-521-08802-2
Categories: Books > Business & Economics > Economics > Econometrics > Economic statistics
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LSN: 0-521-08802-X
Barcode: 9780521088022

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