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Maximum Simulated Likelihood Methods and Applications
William Greene
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Description for Maximum Simulated Likelihood Methods and Applications
Hardcover. This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach. Editor(s): Greene, William; Hill, R. Carter. Series Editor(s): Hill, Carter; Fomby, Tom. Series: Advances in Econometrics. Num Pages: 363 pages, Illustrations. BIC Classification: KCH. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 162 x 308 x 26. Weight in Grams: 660.
This volume is a collection of methodological developments and applications of simulation-based methods that were presented at a workshop at Louisiana State University in November, 2009. The first two papers are extensions of the GHK simulator: one reconsiders the computation of the probabilities in a discrete choice model while another example uses an adaptive version of sparse-grids integration (SGI) instead of simulation. Two studies are focused specifically on the methodology: the first compares the performance of the maximum-simulated likelihood (MSL) approach with a proposed composite marginal likelihood (CML) approach in multivariate ordered-response situations, while the second examines methods of testing ... Read more
This volume is a collection of methodological developments and applications of simulation-based methods that were presented at a workshop at Louisiana State University in November, 2009. The first two papers are extensions of the GHK simulator: one reconsiders the computation of the probabilities in a discrete choice model while another example uses an adaptive version of sparse-grids integration (SGI) instead of simulation. Two studies are focused specifically on the methodology: the first compares the performance of the maximum-simulated likelihood (MSL) approach with a proposed composite marginal likelihood (CML) approach in multivariate ordered-response situations, while the second examines methods of testing ... Read more
Product Details
Publisher
Emerald Group Publishing Limited United Kingdom
Number of pages
363
Format
Hardback
Publication date
2010
Series
Advances in Econometrics
Condition
New
Number of Pages
363
Place of Publication
Bingley, United Kingdom
ISBN
9780857241498
SKU
V9780857241498
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
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