Econometric Inference using Simulation Techniques

By Alain Monfort

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.

• Format: Hardcover
• Language: English
• ISBN: 0471956236
• ISBN13: 9780471956235
• Release Date: July 1995
• Publisher: Wiley
• Length: 276 Pages
• Weight: 1.65 lbs.
• Dimensions: 10.0" x 0.9" x 7.7"