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Author : Lung-fei Lee
Publisher : Unknown
Page : 40 pages
File Size : 53,5 Mb
Release : 1997
Category : Equilibrium (Economics)
ISBN : UOM:39015043085375
Author : Christian Gouriéroux,Alain Monfort
Publisher : OUP Oxford
Page : 190 pages
File Size : 50,9 Mb
Release : 1997-01-09
Category : Business & Economics
ISBN : 9780191525094
This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach. After a brief survey of classical parametric and semi-parametric non-linear estimation methods and a description of problems in which criterion functions contain integrals, the authors present a general form of the model where it is possible to simulate the observations. They then move to calibration problems and the simulated analogue of the method of moments, before considering simulated versions of maximum likelihood, pseudo-maximum likelihood, or non-linear least squares. The general principle of indirect inference is presented and is then applied to limited dependent variable models and to financial series.
Author : Leonard Kwok-Hon Cheng
Publisher : Unknown
Page : 46 pages
File Size : 41,9 Mb
Release : 1997
Category : Federal aid to research
ISBN : UOM:39015043085367
Author : Emerson M. S. Niou
Publisher : Unknown
Page : 38 pages
File Size : 50,9 Mb
Release : 1997
Category : Alliances
ISBN : UOM:39015043085391
Author : Soo Hong Chew
Publisher : Unknown
Page : 24 pages
File Size : 46,9 Mb
Release : 1997
Category : Voting
ISBN : UOM:39015043085441
Author : Woon Gyu Choi,Seonghwan Oh
Publisher : Unknown
Page : 52 pages
File Size : 44,7 Mb
Release : 1997
Category : Demand for money
ISBN : UOM:39015043085359
Author : Larry G. Epstein
Publisher : Unknown
Page : 62 pages
File Size : 46,8 Mb
Release : 1997
Category : Uncertainty
ISBN : UOM:39015043085425
Author : Guofu Tan,Ruqu Wang
Publisher : Unknown
Page : 46 pages
File Size : 40,9 Mb
Release : 1997
Category : Alliances
ISBN : UOM:39015043085409
Author : Guofu Tan
Publisher : Unknown
Page : 50 pages
File Size : 45,7 Mb
Release : 1997
Category : Corporate divestitures
ISBN : UOM:39015043085417
Author : Zvi Griliches,Michael D. Intriligator
Publisher : Unknown
Page : 1084 pages
File Size : 43,9 Mb
Release : 1983
Category : Econometrics
ISBN : STANFORD:36105022770270
Author : Kenneth Train
Publisher : Cambridge University Press
Page : 399 pages
File Size : 49,5 Mb
Release : 2009-07-06
Category : Business & Economics
ISBN : 9780521766555
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.
Author : Matthew Shum
Publisher : World Scientific
Page : 156 pages
File Size : 40,9 Mb
Release : 2016-12-14
Category : Business & Economics
ISBN : 9789813109674
Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.
Author : Anonim
Publisher : Unknown
Page : 504 pages
File Size : 50,5 Mb
Release : 1991
Category : Statistics
ISBN : UCAL:B4521066
Author : International Statistical Institute
Publisher : Unknown
Page : 512 pages
File Size : 49,7 Mb
Release : 1991
Category : Statistics
ISBN : UOM:39015079388420
Author : Herman K. van Dijk,Alain Monfort,Bryan W. Brown
Publisher : Unknown
Page : 288 pages
File Size : 43,5 Mb
Release : 1995-07-11
Category : Business & Economics
ISBN : STANFORD:36105009818449
This book provides a comprehensive assessment of the latest simulation techniques, and examines the three main areas of econometric inference where the use of simulation methods has been successful; Bayesian inference, classical inference, and the solution and stochastic simulation of dynamic econometric models, in particular general equilibrium models.