Simulation-based Inference in Econometrics 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Roberto Mariano 作者

Cambridge University Press

译者

2009-3-9 出版日期

476 页数

GBP 31.99 价格

Paperback

丛书系列

9780521088022 图书编码

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发表于2024-11-28

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Simulation-based Inference in Econometrics 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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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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