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00507nam ac200193 k 4500
000003589903
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010731s1996 US 000 eng
▼a 0198774753
▼a 211070
▼c 211070
▼l WM0003030806
▼a HB141
▼a HB141
▼b G6
▼a SIMULATION BASED ECONOMETRIC METHODS/
▼d GOURIEROUX,CHRISTIAN;
▼e MONFORT,ALAIN
▼a OXFORD:
▼b OXFORD UNIV.,
▼c 1996.
▼a 174p.
▼a GOURIEROUX,CHRISTIAN
▼a MONFORT,ALAIN
▼a 단행본
| 자료유형 : | 단행본 |
|---|---|
| ISBN : | 0198774753 |
| 분류기호 : | HB141 |
| 서명/저자사항 : | SIMULATION BASED ECONOMETRIC METHODS/ GOURIEROUX,CHRISTIAN; MONFORT,ALAIN |
| 발행사항 : | OXFORD: OXFORD UNIV., 1996. |
| 형태사항 : | 174p. |
| 개인저자 : | GOURIEROUX,CHRISTIAN |
| 개인저자 : | MONFORT,ALAIN |
| 언어 | 영어 |
WMO199930485
권 호 : 174
발행년 : 1996
서 명 : SIMULATION BASED ECONOMETRIC METHODS
발행처 : GOURIEROUX,CHRISTIAN
목차
1. INTRODUCTION AND MOTIVATIONS
2. THE METHOD OF SIMULATED MOMENTS
3. SIMULATED MMAXIMUM LIKELIHOOD,PSEUDO-MAXIMUM LIKELIHOOD,AND NONLINEAR
4. LEAST SQUARES METHODS
5. INDIRECT INFERENCE
6. APPLICATIONS TO LIMITED DEPENDENT VARIABLE MODELS
7. APPLICATIONS TO FINANCIAL SERIES
8. APPLICAITONS TO SWITCHING REGIME MODLES
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