Maximum Simulated Likelihood Methods and Applications
| Author | : William Greene |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 371 |
| Release | : 2010-12-03 |
| ISBN-10 | : 9780857241498 |
| ISBN-13 | : 0857241494 |
| Rating | : 4/5 (494 Downloads) |
Book Synopsis Maximum Simulated Likelihood Methods and Applications by : William Greene
Download or read book Maximum Simulated Likelihood Methods and Applications written by William Greene and published by Emerald Group Publishing. This book was released on 2010-12-03 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.