Simulation-Based Inference in Econometrics Methods and Applications |
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| Editor:
| Mariano, Roberto
Schuermann, Til
Weeks, Melvyn J. |
| Contribution by:
| Pesaran, H.
Stern, S.
Geweke, J.
Keane, M.
Rossi, P.
McCulloch, R. |
| ISBN: | 978-0-521-59112-6 |
| Publication Date: | Jul 2000 |
| Publisher: | Cambridge University Press
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| Book Format: | Hardback |
| List Price: | USD $160.00 |
Book Description:
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Simulation-based inference (SBI) is the fastest growing area of research in modern econometrics. The techniques of SBI are widespread amongst scholars and researchers, and have become a staple part of undergraduate and postgraduate research programmes. In this volume, Mariano, Schuermann, Weeks and their contributors provide an overview of the applications and techniques at the cutting edge of the subject as well as providing a comprehensive survey of the existing literature. The...
More DescriptionSimulation-based inference (SBI) is the fastest growing area of research in modern econometrics. The techniques of SBI are widespread amongst scholars and researchers, and have become a staple part of undergraduate and postgraduate research programmes. In this volume, Mariano, Schuermann, Weeks and their contributors provide an overview of the applications and techniques at the cutting edge of the subject as well as providing a comprehensive survey of the existing literature. The contributions include important new essays by many of the most successful scholars currently working within econometrics.