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Hardcover Simulation-Based Econometric Methods Book

ISBN: 0198774753

ISBN13: 9780198774754

Simulation-Based Econometric Methods

This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density...

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Format: Hardcover

Condition: New

$135.68
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