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.
FREE Two-Day Shipping for students on millions of items. Learn more |
| |||||||||||||||
Book Description
Special Offers and Product Promotions
- Buy $50 in qualifying physical textbooks, get $5 in Amazon MP3 Credit. Here's how (restrictions apply)
Editorial Reviews
Review
"This book would be a valuable reference for empirical researchers interested in applying simulation-based methods." JASA
Book Description
Simulation-based inference (SBI) is the fastest growing area of research in modern econometrics. The techniques of SBI are widespread amongst scholars and researchers, and have become a staple part of undergraduate and postgraduate research programmes. 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 providing a comprehensive survey of the existing literature. The contributions include important new essays by many of the most successful scholars currently working within econometrics.
Product Details
Would you like to update product info or give feedback on images?
|
More About the Author
Discover books, learn about writers, read author blogs, and more.
Customer Reviews
|
There are no customer reviews yet.
|
|||
|
Video reviews
|
Inside This Book
(learn more)
First Sentence:
Although simulation-based inference (SBI) is a relatively new field in econometrics, the discipline has a long and rich history where simulation has provided a valuable methodological tool. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
outer bootstrap, linear derivs, martingale pricing model, data generating value, indirect inference estimator, current payoff functions, inner bootstrap, multiperiod probit model, unobserved permanent consumption, probit problem, indirect inference procedure, labor efficiency factors, latent state vector, random number file, trend stationary specification, logarithmic derivs, auxiliary estimator, dynamic discrete choice models, marginalized likelihood, nested bootstrap, trend stationary case, posterior simulator, control variate approach, inference correction, multivariate normal rectangle probabilities Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, Journal of Econometrics, Journal of the American Statistical Association, New York, Journal of Applied Econometrics, Mean Median, Cambridge University Press, Federal Reserve Bank of Minneapolis, Annals of Statistics, Handbook of Econometrics, Journal of Monetary Economics, Melvyn Weeks, Journal of Political Economy, Journal of the Royal Statistical Society, American Economic Review, Department of Economics, New Approach, Princeton University Press, Structural Analysis of Discrete Data, University of Minnesota, Alternative Computational Approaches, Approximate Choice Probabilities, Econometric Reviews, Econometric Theory, Handbook of Statistics New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Although simulation-based inference (SBI) is a relatively new field in econometrics, the discipline has a long and rich history where simulation has provided a valuable methodological tool. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
outer bootstrap, linear derivs, martingale pricing model, data generating value, indirect inference estimator, current payoff functions, inner bootstrap, multiperiod probit model, unobserved permanent consumption, probit problem, indirect inference procedure, labor efficiency factors, latent state vector, random number file, trend stationary specification, logarithmic derivs, auxiliary estimator, dynamic discrete choice models, marginalized likelihood, nested bootstrap, trend stationary case, posterior simulator, control variate approach, inference correction, multivariate normal rectangle probabilities Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, Journal of Econometrics, Journal of the American Statistical Association, New York, Journal of Applied Econometrics, Mean Median, Cambridge University Press, Federal Reserve Bank of Minneapolis, Annals of Statistics, Handbook of Econometrics, Journal of Monetary Economics, Melvyn Weeks, Journal of Political Economy, Journal of the Royal Statistical Society, American Economic Review, Department of Economics, New Approach, Princeton University Press, Structural Analysis of Discrete Data, University of Minnesota, Alternative Computational Approaches, Approximate Choice Probabilities, Econometric Reviews, Econometric Theory, Handbook of Statistics New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 71
books:
See all 71 books this book cites
4
books
cite this book:
- Structural Analysis of Discrete Data with Econometric Applications by Charles F. Manski on 5 pages
- Time Series (International Library of Critical Writings in Econometrics) by Andrew C. Harvey on page 69, page 234, and page 253
- Computational Economics by David A. Kendrick on page 69, and page 296
- Dynamic Programming (Dover Books on Computer Science) by Richard Bellman on page 45, and page 130
- Optimal Filtering (Dover Books on Electrical Engineering) by Brian D. O. Anderson on page 233, and page 397
See all 71 books this book cites
- Advances in Economics and Econometrics: Theory and Applications: Seventh World Congress (Econometric Society Monographs) (Volume 3) by David M. Kreps on page 162, page 163, and page 276
- Nonlinear Filters: Estimation and Applications by Hisashi Tanizaki in Back Matter
- Computational Methods in Statistics and Econometrics (Statistics: A Series of Textbooks and Monographs) by Hisashi Tanizaki on page 387
- Analysis of Panels and Limited Dependent Variable Models (Studies in Monetary & Financial History) by Cheng Hsiao on page 77
Books on Related Topics
(learn more)
|
Suggested Tags from Similar Products(What's this?)Be the first one to add a relevant tag (keyword that's strongly related to this product).
|
Sell a Digital Version of This Book in the Kindle Store
If you are a publisher or author and hold the digital rights to a book, you can sell a digital version of it in our Kindle Store.
Learn more
Customer Discussions
|
This product's forum
Active discussions in related forums
Search Customer Discussions
|
Related forums
|
Listmania!
So You'd Like to...
Look for Similar Items by Category
- Books > Business & Investing > Economics
- Books > Business & Investing > Popular Economics
- Books > Business & Investing > Small Business & Entrepreneurship > Entrepreneurship
- Books > New & Used Textbooks > Business & Finance > Economics
- Books > New & Used Textbooks > Business & Finance > Entrepreneurship
