Maximum Simulated Likelihood Methods and Applications
Download or Read eBook Maximum Simulated Likelihood Methods and Applications PDF written by William Greene and published by Emerald Group Publishing. This book was released on 2010-12-03 with total page 371 pages. Available in PDF, EPUB and Kindle.
| Author | : William Greene |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 371 |
| Release | : 2010-12-03 |
| ISBN-10 | : 9780857241498 |
| ISBN-13 | : 0857241494 |
| Rating | : 4/5 (98 Downloads) |
Book Synopsis Maximum Simulated Likelihood Methods and Applications by : William Greene
Book excerpt: This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.
