Simulation based inference in econometrics

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This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and estimators, the asymptotic properties of these estimators, as well as descriptions of the different simulators in use. Second, the volume provides empirical and operational examples of SBI methods. Often what is missing, even in existing applied papers, are operational issues. Which simulator works best for which problem and why? This volume will explicitly address the important numerical and computational issues in SBI which are not covered comprehensively in the existing literature. Examples of such issues are: comparisons with existing tractable methods, number of replications needed for robust results, choice of instruments, simulation noise and bias as well as efficiency loss in practice.

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Oorspronkelijke releasedatum: 11 december 2008

Aantal pagina's: 476

Hoofdauteur: Roberto Mariano

Tweede Auteur: Til Schuermann

Co Auteur: Melvyn J. Weeks

Hoofdredacteur: Roberto Mariano

Tweede Redacteur: Schuermann, Til (At&t Bell Laboratories, New Jersey)

Co Redacteur: Melvyn J. Weeks

Hoofduitgeverij: Cambridge University Press

Product breedte: 160 mm

Product hoogte: 27 mm

Product lengte: 230 mm

Verpakking breedte: 160 mm

Verpakking hoogte: 27 mm

Verpakking lengte: 230 mm

Verpakkingsgewicht: 690 g

EAN: 9780521088022

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