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Item Details
| Title:
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MAXIMUM SIMULATED LIKELIHOOD METHODS AND APPLICATIONS
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| By: |
William Greene (Editor), R. Carter Hill (Editor), Carter Hill |
| Format: |
Electronic book text |
| List price:
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£86.99 |
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We currently do not stock this item, please contact the publisher directly for
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| ISBN 10: |
0857241508 |
| ISBN 13: |
9780857241504 |
| Publisher: |
EMERALD PUBLISHING LIMITED |
| Pub. date: |
3 December, 2010 |
| Series: |
Advances in Econometrics 26 |
| Pages: |
363 |
| Description: |
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. |
| Synopsis: |
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. |
| Publication: |
UK |
| Imprint: |
Emerald Publishing Limited |
| Returns: |
Non-returnable |
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