Simulation-based econometric methods / (Record no. 421192)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01668cam a2200241 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 137327 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20170106112213.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 960423s1996 enka b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780198774754 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | ISI Library |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| Edition number | 23 |
| Item number | G716 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Gourieroux, Christian, |
| Relator term | author |
| 245 10 - TITLE STATEMENT | |
| Title | Simulation-based econometric methods / |
| Statement of responsibility, etc | Christian Gourieroux and Alain Monfort. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Oxford : |
| Name of publisher, distributor, etc | Oxford University Press, |
| Date of publication, distribution, etc | 1996. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | x, 174 p. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. |
| 490 0# - SERIES STATEMENT | |
| Series statement | CORE lectures |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Introduction and Motivations --<br/> 2. The Method of Simulated Moments (MSM) --<br/> 3. Simulated Maximum Likelihood, Pseudo-Maximum Likelihood, and Nonlinear Least Squares Methods --<br/> 4. Indirect Inference --<br/> 5. Applications to Limited Dependent Variable Models --<br/> 6. Applications to Financial Series --<br/> 7. Applications to Switching Regime Models. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Simulation-Based Econometric Methods introduces a new generation of econometric methods in the classical domain. 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 previous difficulties presented, for instance, by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Econometric models. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Monfort, Alain, |
| Relator term | author |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Lost status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| ISI Library, Kolkata | ISI Library, Kolkata | 10/11/2016 | 4 | 4261.73 | 330.015195 G716 | 137327 | Books |
