This book introduces a new generation of statistical econometrics. 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
Simulation-Based Econometric Methods
ISBN: 1281978396
ISBN 13: 9781281978394
Publication Date: January 11, 2010
Publisher: Oxford University Press, USA
Pages: 174
Format: ebook
Authors: Christian Gourieroux, Alain Monfort