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.
Publisher: Emerald Publishing Limited Number of pages: 363 Collection: Advances in Econometrics Publication date: 2010 Dimensions: 162 x 308 x 26 Cover type: Hardback Editor(s): R.
Carter Hill.
| Include | Extensions of the |
|---|---|
| Publisher | Emerald |
| Number of pages | 363 |
| Collection | Advances in |
| Publication date | 2010 |
| Dimensions | 162 x 308 x 26 |
| Cover type | Hardback |
| Editor(s) | R |
Emerald Publishing Limited Maximum simulated likelihood methods and applications, hardback/***
