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Simulation-Based Econometric Methods (Oup/Core Lecture Series)
SimulationBased Econometric Methods - Oup/Core Lecture Series
Author: Christian Gouriéroux, Alain Monfort
This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The pre...  more »
ISBN-13: 9780198774754
ISBN-10: 0198774753
Publication Date: 4/10/1997
Pages: 192
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Publisher: Oxford University Press, USA
Book Type: Hardcover
Members Wishing: 0
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