Simulation-based econometric methods

Auteur :
Gouriéroux, Christian / Monfort, Alain
Éditeur :
Oxford University Press
ISBN :
9780198774754
Date de publication :
9 janv. 1997
Dimensions :
24,1 x 16,0 x 1,8 cm
Poids :
479 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book presents an exciting new set of econometric methods. They have been developed as a result of the increase in power and affordability of computers which allow simulations to be run. The authors have played a large role in developing the techniques.