Simulation-based Inference in Econometrics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Mariano, Roberto/ Schuermann, Til/ Weeks, Melvyn J. 作者

Cambridge University Press

譯者

2000-7-20 出版日期

476 頁數

GBP 93.00 價格

Hardcover

叢書系列

9780521591126 圖書編碼

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發表於2024-09-19

Simulation-based Inference in Econometrics 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Simulation-based Inference in Econometrics 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Simulation-based Inference in Econometrics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Simulation-based Inference in Econometrics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Simulation-based Inference in Econometrics 在線電子書圖書描述

This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and estimators, the asymptotic properties of these estimators, as well as descriptions of the different simulators in use. Second, the volume provides empirical and operational examples of SBI methods. Often what is missing, even in existing applied papers, are operational issues. Which simulator works best for which problem and why? This volume will explicitly address the important numerical and computational issues in SBI which are not covered comprehensively in the existing literature. Examples of such issues are: comparisons with existing tractable methods, number of replications needed for robust results, choice of instruments, simulation noise and bias as well as efficiency loss in practice.

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