This volume is a collection of methodological developments and
applications of simulation-based methods that were presented at a
workshop at Louisiana State University in November, 2009. The first
two papers are extensions of the GHK simulator: one reconsiders the
computation of the probabilities in a discrete choice model while
another example uses an adaptive version of sparse-grids integration
(SGI) instead of simulation. Two studies are focused specifically on
the methodology: the first compares the performance of the
maximum-simulated likelihood (MSL) approach with a proposed composite
marginal likelihood (CML) approach in multivariate ordered-response
situations, while the second examines methods of testing for the
presence of heterogeneity in the heterogeneity model. Further topics
examined include: education savings accounts, parent contributions and
education attainment; estimating the effect of exchange rate
flexibility on financial account openness; estimating a fractional
response model with a count endogenous regressor; and modelling and
forecasting volatility in a bayesian approach.
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Produktdetaljer
ISBN
9780857241504
Publisert
2018
Utgiver
Vendor
Emerald Group Publishing Limited
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter