000			01668cam a2200241 a 4500
001			137327
005			20170106112213.0
008			960423s1996 enka b 001 0 eng
020			_a9780198774754
040			_aISI Library
082	0	4	_a330.015195 _223 _bG716
100	1		_aGourieroux, Christian, _eauthor
245	1	0	_aSimulation-based econometric methods / _cChristian Gourieroux and Alain Monfort.
260			_aOxford : _bOxford University Press, _c1996.
300			_ax, 174 p. : _bill. ; _c24 cm.
490	0		_aCORE lectures
504			_aIncludes bibliographical references and index.
505	0		_a1. Introduction and Motivations -- 2. The Method of Simulated Moments (MSM) -- 3. Simulated Maximum Likelihood, Pseudo-Maximum Likelihood, and Nonlinear Least Squares Methods -- 4. Indirect Inference -- 5. Applications to Limited Dependent Variable Models -- 6. Applications to Financial Series -- 7. Applications to Switching Regime Models.
520			_aSimulation-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	_aEconometric models.
700	1		_aMonfort, Alain, _eauthor
942			_2ddc _cBK
999			_c421192 _d421192