Maximum Simulated Likelihood Methods And Applications

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Maximum Simulated Likelihood Methods And Applications

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Author : William Greene
language : en
Publisher: Emerald Group Publishing
Release Date : 2010-12-03

Maximum Simulated Likelihood Methods And Applications written by William Greene and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-03 with Business & Economics categories.

This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.

Maximum Simulated Likelihood Methods And Applications

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Author : William Greene
language : en
Publisher: Emerald Group Publishing
Release Date : 2010-12-03

Maximum Simulated Likelihood Methods And Applications written by William Greene and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-03 with Business & Economics categories.

This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.

Econometric Applications Of Maximum Likelihood Methods

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Author : J. S. Cramer
language : en
Publisher: CUP Archive
Release Date : 1989-04-28

Econometric Applications Of Maximum Likelihood Methods written by J. S. Cramer and has been published by CUP Archive this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989-04-28 with Business & Economics categories.

The advent of electronic computing permits the empirical analysis of economic models of far greater subtlety and rigour than before, when many interesting ideas were not followed up because the calculations involved made this impracticable. The estimation and testing of these more intricate models is usually based on the method of Maximum Likelihood, which is a well-established branch of mathematical statistics. Its use in econometrics has led to the development of a number of special techniques; the specific conditions of econometric research moreover demand certain changes in the interpretation of the basic argument. This book is a self-contained introduction to this field. It consists of three parts. The first deals with general features of Maximum Likelihood methods; the second with linear and nonlinear regression; and the third with discrete choice and related micro-economic models. Readers should already be familiar with elementary statistical theory, with applied econometric research papers, or with the literature on the mathematical basis of Maximum Likelihood theory. They can also try their hand at some advanced econometric research of their own.

Discrete Choice Methods With Simulation

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Author : Kenneth Train
language : en
Publisher: Cambridge University Press
Release Date : 2009-07-06

Discrete Choice Methods With Simulation written by Kenneth Train and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-07-06 with Business & Economics categories.

This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.

Essays In Honour Of Fabio Canova

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Author : Juan J. Dolado
language : en
Publisher: Emerald Group Publishing
Release Date : 2022-09-21

Essays In Honour Of Fabio Canova written by Juan J. Dolado and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-09-21 with Business & Economics categories.

Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.

Applications Of Simulation Methods In Environmental And Resource Economics

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Author : Riccardo Scarpa
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-08-12

Applications Of Simulation Methods In Environmental And Resource Economics written by Riccardo Scarpa and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-08-12 with Business & Economics categories.

Simulation methods are revolutionizing the practice of applied economic analysis. In this book, leading researchers from around the world discuss interpretation issues, similarities and differences across alternative models, and propose practical solutions for the choice of the model and programming. Case studies show the practical use and the results brought forth by the different methods.

Bayesian Model Comparison

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Author : Ivan Jeliazkov
language : en
Publisher: Emerald Group Publishing
Release Date : 2014-11-21

Bayesian Model Comparison written by Ivan Jeliazkov and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-21 with Political Science categories.

This volume of Advances in Econometrics 34 focusses on Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research.

Essays In Honor Of Peter C B Phillips

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Author : Thomas B. Fomby
language : en
Publisher: Emerald Group Publishing
Release Date : 2014-11-21

Essays In Honor Of Peter C B Phillips written by Thomas B. Fomby and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-21 with Political Science categories.

This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.

Handbook Of Research Methods And Applications In Experimental Economics

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Author : Arthur Schram
language : en
Publisher: Edward Elgar Publishing
Release Date : 2019

Handbook Of Research Methods And Applications In Experimental Economics written by Arthur Schram and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with Business & Economics categories.

This volume offers a comprehensive review of experimental methods in economics. Its 21 chapters cover theoretical and practical issues such as incentives, theory and policy development, data analysis, recruitment, software and laboratory organization. The Handbook includes separate parts on procedures, field experiments and neuroeconomics, and provides the first methodological overview of replication studies and a novel set-valued equilibrium concept. As a whole, the combination of basic methods and current developments will aid both beginners and advanced experimental economists.

Essays In Honor Of Jerry Hausman

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Author : Badi H. Baltagi
language : en
Publisher: Emerald Group Publishing
Release Date : 2012-12-17

Essays In Honor Of Jerry Hausman written by Badi H. Baltagi and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-17 with Business & Economics categories.

Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.