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Simulation-based Econometric Methods

Christian Gouriéroux and Alain Monfort

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198774754
eISBN:
9780191596339
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198774753.001.0001
Subject:
Economics and Finance, Econometrics

This book deals with a new generation of econometric methods leading to criterion functions without simple analytical expression. The difficulty often comes from the presence of integrals of large ... More


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