Lien ebook : https://search.ebscohost.com/login.aspx?direct=true&authtype...

eISBN : 9780191596339

Sommaire :
1 Introduction and Motivations
2 The Method of Simulated Moments (MSM)
3 Simulated Maximum Likelihood, Pseudo‐Maximum Likelihood, and Nonlinear Least Squares Methods
4 Indirect Inference
5 Applications to Limited Dependent Variable Models
6 Applications to Financial Series
7 Applications to Switching Regime Models

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque