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.
Simulated Maximum Likelihood Estimation Of Discrete Models With Group Data
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Author : Lung-Fei Lee
language : en
Publisher:
Release Date : 1993
Simulated Maximum Likelihood Estimation Of Discrete Models With Group Data written by Lung-Fei Lee and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Estimation theory categories.
Calculation Of Multivariate Normal Probabilities By Simulation With Applications To Maximum Simulated Likelihood Estimation
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Author : Lorenzo Cappellari
language : en
Publisher:
Release Date : 2006
Calculation Of Multivariate Normal Probabilities By Simulation With Applications To Maximum Simulated Likelihood Estimation written by Lorenzo Cappellari and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.
Econometric Applications Of Maximum Likelihood Methods
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Author : Jan Salomon Cramer
language : en
Publisher:
Release Date : 1986
Econometric Applications Of Maximum Likelihood Methods written by Jan Salomon Cramer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with categories.
Simulation Based Inference In Econometrics
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Author : Roberto Mariano
language : en
Publisher: Cambridge University Press
Release Date : 2000-07-20
Simulation Based Inference In Econometrics written by Roberto Mariano 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 2000-07-20 with Business & Economics categories.
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.
Extreme Value Modeling And Risk Analysis
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Author : Dipak K. Dey
language : en
Publisher: CRC Press
Release Date : 2016-01-06
Extreme Value Modeling And Risk Analysis written by Dipak K. Dey and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-06 with Mathematics categories.
Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recent methodologies and various applications. The book brings together background material and advanced topics, eliminating the need to sort through the massive amount of literature on the subje
Computational Optimization Methods And Algorithms
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Author : Slawomir Koziel
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-17
Computational Optimization Methods And Algorithms written by Slawomir Koziel 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 2011-06-17 with Computers categories.
Computational optimization is an important paradigm with a wide range of applications. In virtually all branches of engineering and industry, we almost always try to optimize something - whether to minimize the cost and energy consumption, or to maximize profits, outputs, performance and efficiency. In many cases, this search for optimality is challenging, either because of the high computational cost of evaluating objectives and constraints, or because of the nonlinearity, multimodality, discontinuity and uncertainty of the problem functions in the real-world systems. Another complication is that most problems are often NP-hard, that is, the solution time for finding the optimum increases exponentially with the problem size. The development of efficient algorithms and specialized techniques that address these difficulties is of primary importance for contemporary engineering, science and industry. This book consists of 12 self-contained chapters, contributed from worldwide experts who are working in these exciting areas. The book strives to review and discuss the latest developments concerning optimization and modelling with a focus on methods and algorithms for computational optimization. It also covers well-chosen, real-world applications in science, engineering and industry. Main topics include derivative-free optimization, multi-objective evolutionary algorithms, surrogate-based methods, maximum simulated likelihood estimation, support vector machines, and metaheuristic algorithms. Application case studies include aerodynamic shape optimization, microwave engineering, black-box optimization, classification, economics, inventory optimization and structural optimization. This graduate level book can serve as an excellent reference for lecturers, researchers and students in computational science, engineering and industry.
Exact Maximum Likelihood Estimation Of Observation Driven Econometric Models
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Author : Francis X. Diebold
language : en
Publisher:
Release Date : 1996
Exact Maximum Likelihood Estimation Of Observation Driven Econometric Models written by Francis X. Diebold and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Econometric models categories.
The possibility of exact maximum likelihood estimation of many observation-driven models remains an open question. Often only approximate maximum likelihood estimation is attempted, because the unconditional density needed for exact estimation is not known in closed form. Using simulation and nonparametric density estimation techniques that facilitate empirical likelihood evaluation, we develop an exact maximum likelihood procedure. We provide an illustrative application to the estimation of ARCH models, in which we compare the sampling properties of the exact estimator to those of several competitors. We find that, especially in situations of small samples and high persistence, efficiency gains are obtained. We conclude with a discussion of directions for future research, including application of our methods to panel data models.
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 : 2005-12-15
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 2005-12-15 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.
The Econometrics Of Networks
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Author : Áureo de Paula
language : en
Publisher: Emerald Group Publishing
Release Date : 2020-10-19
The Econometrics Of Networks written by Áureo de Paula 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 2020-10-19 with Business & Economics categories.
Showcasing fresh methodological and empirical research on the econometrics of networks, and comprising both theoretical, empirical and policy papers, the authors in this volume bring together a wide range of perspectives to facilitate a dialogue between academics and practitioners for better understanding this groundbreaking field.