ENGLISH

Simulation-based Inference in Econometrics: Methods and Applications

By Roberto Mariano , Til Schuermann , Melvyn J. Weeks

Book information

Publisher
Cambridge University Press
Year
2008
ISBN
052108802X, 9780521088022, 0521591120, 9780521591126
Google Books ID
RJilPQAACAAJ
Open Library ID
OL7747460M
Language
english
Format
PDF
Filesize
2 MB (2040954 bytes)
Pages
471\471
Orientation
yes
Scanned
no
Time added
2012-03-17 06:00:00

Description

Simulation-based inference (SBI) is the fastest growing area of research in modern econometrics. The techniques of SBI are widespread among scholars and researchers, and have become a staple part of undergraduate and postgraduate research programs. In this volume, Mariano, Schuermann, Weeks and their contributors provide an overview of the applications and techniques at the cutting edge of the subject, as well as a comprehensive survey of the existing literature. The contributions include important new essays by many of the leading figures currently working in econometrics.

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