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Maximum simulated likelihood methods and applications [[electronic resource] /] / edited by William Greene, R. Carter Hill
| Maximum simulated likelihood methods and applications [[electronic resource] /] / edited by William Greene, R. Carter Hill |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Bingley, UK, : Emerald, 2010 |
| Descrizione fisica | 1 online resource (370 p.) |
| Disciplina | 330.015195 |
| Altri autori (Persone) |
GreeneWilliam H. <1951->
HillR. Carter |
| Collana | Advances in econometrics |
| Soggetto topico |
Econometric models
Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-96400-3
9786612964008 0-85724-150-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front cover; Advances in Econometrics; Copyright page; Contents; List of contributors; Introduction; Acknowledgments; References; Part I: Theory and Methods; Chapter 1. MCMC perspectives on simulated likelihood estimation; Chapter 2. The panel probit model: Adaptive integration on sparse grids; Chapter 3. A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered-response model; Chapter 4. Pretest Estimation in the Random Parameters Logit Model
Chapter 5. Simulated maximum likelihood estimation of continuous time stochastic volatility modelsPart II: Applications; Chapter 6. Education savings accounts, parent contributions, and education attainment; Chapter 7. Estimating the effect of exchange rate flexibility on financial account openness; Chapter 8. Estimating a Fractional Response Model with a count endogenous regressor and an application to female labor supply; Chapter 9. Alternative random effects panel gamma SML estimation with heterogeneity in random and one-sided error Chapter 10. Modeling and forecasting volatility in a bayesian approach |
| Record Nr. | UNINA-9910459715403321 |
| Bingley, UK, : Emerald, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Maximum simulated likelihood methods and applications / / edited by William Greene, R. Carter Hill
| Maximum simulated likelihood methods and applications / / edited by William Greene, R. Carter Hill |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Bingley, UK, : Emerald, 2010 |
| Descrizione fisica | 1 online resource (370 p.) |
| Disciplina | 330.015195 |
| Altri autori (Persone) |
GreeneWilliam H. <1951->
HillR. Carter |
| Collana | Advances in econometrics |
| Soggetto topico |
Econometric models
Mathematical models |
| ISBN |
1-282-96400-3
9786612964008 0-85724-150-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction / William Greene -- MCMC perspectives on simulated likelihood estimation / Ivan Jeliazkov and Esther Hee Lee -- The panel probit model : adaptive integration on sparse grids / Florian Heiss -- A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered response model / Chandra R. Bhat, Cristiano Varin, Nazneen Ferdous -- Pretest estimation in the random parameters logit model / Tong Zeng and R. Carter Hill -- Simulated maximum likelihood estimation of continuous time stochastic volatility models / Tore Selland Kleppe, Jun Yu, Hans J. Skaug -- Education savings accounts, parent contributions, and education attainment / Michael D. S. Morris -- Estimating the effect of exchange rate flexibility on financial account openness / Raul Razo-Garcia -- estimating a fractional response model with a count endogenous regressor and an application to female labor supply / Hoa B. Nguyen -- Alternative random effects panel gamma SML estimation with heterogeneity in random and one-sided error / Saleem Shaik and Ashok K. Mishra -- Modelling and forecasting volatility in a Bayesian approach / Esmail Amiri. |
| Record Nr. | UNINA-9910823564603321 |
| Bingley, UK, : Emerald, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||