Maximum Simulated Likelihood Methods and Applications (Advances in Econometrics): 26

by WilliamGreene (Author)

• New

  Hardcover
  2010

  $218.27

  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.