Maximum Simulated Likelihood Methods and Applications

Author:   William Greene ,  R. Carter Hill ,  Carter Hill ,  Tom Fomby
Publisher:   Emerald Publishing Limited
Volume:   26
ISBN:  

9780857241498


Pages:   363
Publication Date:   03 December 2010
Format:   Hardback
Availability:   In Print   Availability explained
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Maximum Simulated Likelihood Methods and Applications


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Author:   William Greene ,  R. Carter Hill ,  Carter Hill ,  Tom Fomby
Publisher:   Emerald Publishing Limited
Imprint:   Emerald Group Publishing Limited
Volume:   26
Dimensions:   Width: 15.20cm , Height: 3.30cm , Length: 22.90cm
Weight:   0.658kg
ISBN:  

9780857241498


ISBN 10:   0857241494
Pages:   363
Publication Date:   03 December 2010
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

List of Contributors. Introduction. MCMC perspectives on simulated likelihood estimation. The panel probit model: Adaptive integration on sparse grids. A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered-response model. Pretest Estimation in the Random Parameters Logit Model. Simulated maximum likelihood estimation of continuous time stochastic volatility models. 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 an application to female labor supply. Alternative random effects panel gamma SML estimation with heterogeneity in random and one-sided error. Modeling and forecasting volatility in a bayesian approach. Advances in Econometrics. Advances in Econometrics. Copyright page.

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