Maximum simulated likelihood methods and applications

• Other Authors: Greene, William., Hill, R. Carter.
• Format: eBook
• Language: English
• Published: Bingley, U.K. : Emerald, 2010.
• Series: Advances in econometrics ; 26.
• Subjects: Econometrics.; elektronické knihy; electronic books
• ISBN: 9780857241504
• Physical Description: 1 online zdroj (xiv, 356 p.) : ill.

The economics and statistics literature using computer simulation based methods has grown enormously over the past decades. Maximum Simulated Likelihood is a statistical tool useful for incorporating individual differences (called heterogeneity in the econometrics literature) and variations into a s...