Simulation-based econometric methods /

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:	Econometric models. Econometric models.
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

Table of Contents:

1. Introduction and Motivations
2. The Method of Simulated Moments
3. Simulated Maximum Likelihood, Pseudo-maximum Likelihood, and Nonlinear Least Squares Methods
4. Indirect Inference
5. Applications of Limited Dependent Variable Models
6. Applications to Financial Series
7. Applications to Switching Regime Models