Simulation-based Econometric Methods (OUP/CORE Lecture)

Simulation-based Econometric Methods (OUP/CORE Lecture)

by Christian Gouriéroux (Author), Alain Monfort (Author)

Synopsis

This book presents an exciting new set of econometric methods. They have been developed as a result of the increase in power and affordability of computers which allow simulations to be run. The authors have played a large role in developing the techniques.

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More Information

Format: Hardcover
Pages: 192
Publisher: OUP Oxford
Published: 09 Jan 1997

ISBN 10: 0198774753
ISBN 13: 9780198774754