Dynamic Models and Structural Estimation in Corporate Finance |
|
| Author:
| Strebulaev, Ilya A.
Whited, Toni M. |
| Series title: | Foundations and Trends in Finance Ser. |
| ISBN: | 978-1-60198-580-4 |
| Publication Date: | Nov 2012 |
| Publisher: | Now Publishers
|
| Book Format: | Paperback |
| List Price: | USD $99.00 |
Book Description:
|
The goals of this monograph are to explain the models and techniques and make it more accessible, introduce the main strands of this literature, and explain how dynamic models can be taken to the data and estimated, providing a guide to 3 methodologies: generalized method of moments, simulated method of moments, and maximum simulated likelihood.
The goals of this monograph are to explain the models and techniques and make it more accessible, introduce the main strands of this literature, and explain how dynamic models can be taken to the data and estimated, providing a guide to 3 methodologies: generalized method of moments, simulated method of moments, and maximum simulated likelihood.