| 責任表示 |
edited by William Greene, R. Carter Hill |
| シリーズ |
Advances in econometrics : a research annual / editors, R.L. Basmann, George F. Rhodes, Jr ; v. 26
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| データ種別 |
図書 |
| 出版情報 |
Bingley : Emerald , 2010 |
| 本文言語 |
英語 |
| 大きさ |
xiv, 356 p. : ill. ; 24 cm |
| 概要 |
This volume is a collection of methodological developments and applications of simulation-based methods that were presented at a workshop at Louisiana State University in November, 2009 The first two ...apers are extensions of the GHK simulator: one reconsiders the computation of the probabilities in a discrete choice model while another example uses an adaptive version of sparse-grids integration (SGI) instead of simulation. Two studies are focused specifically on the methodology: the first compares the performance of the maximum-simulated likelihood (MSL) approach with a proposed composite-marginal likelihood (CML) approach in multivariate ordered-response situations, while the second examines methods of testing for the presence of heterogeneity in the heterogeneity model. Further topics examined include: education savings accounts, parent contributions, and education attainment; estimating the effect of exchange rate flexibility on financial account openness; estimating a fractional response model with a count endogenous regressor; and modeling and forecasting volatility in a Bayesian approach. Book jacket.続きを見る
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