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Can I read Maximum Simulated Likelihood Methods and Applications (Advances in Econometrics) on EtoBox?
Maximum Simulated Likelihood Methods and Applications (Advances in Econometrics) by William H Greene; R. Carter Hill is a nonfiction available to read on EtoBox.
What is Maximum Simulated Likelihood Methods and Applications (Advances in Econometrics) about?
This volume is a collection of methodological developments and applications of simulation-based methods that were presented at a workshop at Louisiana State University in November, 2009. The first two papers are extensions of the GHK simulator: one reconsiders the computation of the probabilities in a discrete choice model while another example uses an adaptive version of sparse-grids integration (SGI) instead of simulation. Two studies are focused specifically on the methodology: the first compares the performance of the maximum-simulated likelihood (MSL) approach with a proposed composite marginal likelihood (CML) approach in multivariate ordered-response situations, while the second examines methods of testing for the presence of heterogeneity in the heterogeneity model. Further topics examined include: education savings accounts, parent contributions and education attainment; estimating the effect of exchange rate flexibility on financial account openness; estimating a fractional response model with a count endogenous regressor; and modelling and forecasting volatility in a bayesian approach.
Who reads Maximum Simulated Likelihood Methods and Applications (Advances in Econometrics)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- William H Greene; R. Carter Hill
- Publisher
- Emerald Group Publishing Limited
- Published
- 2010
- Language
- EN
- ISBN
- 9780762301874
- Category
- nonfiction
- Subjects
- Business, Economics, Science
