روش های اقتصاد سنجی مبتنی بر شبیه سازی Simulation-based econometric methods
- نوع فایل : کتاب
- زبان : انگلیسی
- نویسنده : Christian Gouriéroux ,Alain Monfort
- ناشر : Oxford University Press, USA
- چاپ و سال / کشور: 1997
- شابک / ISBN : 0198774753, 9780198774754, 9780191525094
Description
This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach.
