株式会社極東書店トップ＞商品一覧＞ Econometric Inference Using Simulation Techniques.

商品詳細

Name: Econometric Inference Using Simulation Techniques.
Author: Van Dijk, H. K./A. Monfort et al (eds.)
ISBN: 978-0-471-95623-5

Econometric Inference Using Simulation Techniques. シミュレーション技術を使った計量経済学的推測

・ISBN 978-0-471-95623-5 cloth

お気に入り ★★★

お問い合わせ

著者・編者	Van Dijk, H. K./A. Monfort et al (eds.),
出版社	(Wiley, US)
出版年月	1995
ページ数	265 pp.
言語	ENG
ニュース番号	＜409-304＞

解説

The study of algorithms for efficient numerical integration by means of simulation techniques has become an important area in econometrics. This text presents the latest thinking in the field, with contributions from key international researchers. It covers the three main areas of econometric inference where the use of simulation methods has been successful: Bayesian inference; classical inferences; and the solution and stochastic simulation of dynamic econometric models.