Simulation-based econometric methods /

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Bibliographic Details
Author / Creator:Gourieroux, Christian, 1949-
Imprint:Oxford ; New York : Oxford University Press, 1996.
Description:x, 174 p. : ill. ; 25 cm.
Language:English
Series:CORE lectures
Subject:
Format: E-Resource Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/2643716
Hidden Bibliographic Details
Varying Form of Title:Simulation based econometric methods
Other authors / contributors:Monfort, Alain, 1943-
ISBN:0198774753
Notes:Includes bibliographical references (p. [159]-171)
Also available on the Internet to subscribing institutions. Web site shows publication date of 1997.
Standard no.:9780198774754

MARC

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300 |a x, 174 p. :  |b ill. ;  |c 25 cm. 
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504 |a Includes bibliographical references (p. [159]-171) 
505 0 0 |g 1.  |t Introduction and Motivations --  |g 2.  |t The Method of Simulated Moments (MSM) --  |g 3.  |t Simulated Maximum Likelihood, Pseudo-Maximum Likelihood, and Nonlinear Least Squares Methods --  |g 4.  |t Indirect Inference --  |g 5.  |t Applications to Limited Dependent Variable Models --  |g 6.  |t Applications to Financial Series --  |g 7.  |t Applications to Switching Regime Models. 
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