Maximum Simulated Likelihood Methods and Applications

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.

Summary

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.

Product details

• Authors: William Greene
• Assisted by: William Greene (Editor), CARTER HILL (Editor), R. Carter Hill (Editor)
• Publisher: Emerald Group Publishing Limited
• Languages: English
• Product format: Hardback
• Released: 06.12.2010
• EAN: 9780857241498
• ISBN: 978-0-85724-149-8
• No. of pages: 372
• Dimensions: 161 mm x 240 mm x 25 mm
• Weight: 722 g
• Series: Advances in Econometrics; Advances in Econometrics
• Subjects: Non-fiction book > Psychology, esoterics, spirituality, anthroposophy > Applied psychology; Social sciences, law, business > Business > Miscellaneous