26)
Advances in Econometrics
Maximum Simulated Likelihood Methods and Applications
ISBN: 978-0-85724-149-8, eISBN: 978-0-85724-150-4
ISSN: 0731-9053
Publication date: 21 December 2010
Citation
(2010), "Advances in Econometrics", Greene, W. and Carter Hill, R. (Ed.) Maximum Simulated Likelihood Methods and Applications (Advances in Econometrics, Vol. 26), Emerald Group Publishing Limited, Leeds, p. iii. https://doi.org/10.1108/S0731-9053(2010)0000026017
Publisher
:Emerald Group Publishing Limited
Copyright © 2010, Emerald Group Publishing Limited
- Advances in Econometrics
- Advances in Econometrics
- Copyright page
- List of Contributors
- Introduction
- MCMC perspectives on simulated likelihood estimation
- The panel probit model: Adaptive integration on sparse grids
- A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered-response model
- Pretest Estimation in the Random Parameters Logit Model
- Simulated maximum likelihood estimation of continuous time stochastic volatility models
- Education savings accounts, parent contributions, and education attainment
- Estimating the effect of exchange rate flexibility on financial account openness
- Estimating a Fractional Response Model with a count endogenous regressor and an application to female labor supply
- Alternative random effects panel gamma SML estimation with heterogeneity in random and one-sided error
- Modeling and forecasting volatility in a bayesian approach