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Roberto Mariano, Til Schuermann, Melvyn J. Weeks

Simulation-Based Inference in Econometrics: Methods and Applications

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ISBN: 0521591120, 9780521591126
Издательство: Cambridge University Press
Simulation-based inference (SBI) is the fastest growing area of research in modern econometrics. The techniques of SBI are widespread among scholars and researchers, and have become a staple part of undergraduate and postgraduate research programs. In this volume, Mariano, Schuermann, Weeks and their contributors provide an overview of the applications and techniques at the cutting edge of the subject, as well as a comprehensive survey of the existing literature. The contributions include important new essays by many of the leading figures currently working in econometrics.