Sale!

(Ebook PDF) Maximum Simulated Likelihood Methods and Applications 1st edition by William Greene, Carter Hill 0857241494 9780857241494 Full chapter

Original price was: $50.00.Current price is: $35.00.

Maximum Simulated Likelihood Methods and Applications William Greene Digital Instant Download

Author(s): William Greene, R. Carter Hill
ISBN(s): 9780857241498, 0857241494
Edition: Kindle
File Details: PDF, 3.79 MB
Year: 2010
Language: english
SKU: EB-1990976 Category: Tags: ,

Maximum Simulated Likelihood Methods and Applications 1st edition by William Greene, R.Carter Hill – Ebook PDF Instant Download/Delivery: 0857241494, 978-0857241498
Full dowload Maximum Simulated Likelihood Methods and Applications 1st Edition after payment

 

Product details:

ISBN 10:         0857241494
ISBN 13: 978-0857241498
Author:          William Greene, R.Carter Hill

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.
 

Maximum Simulated Likelihood Methods and Applications 1st Table of contents:

Part I: Theory and Methods

  1. MCMC Perspectives on Simulated Likelihood Estimation
    Authors: Ivan Jeliazkov, Esther Hee Lee

  2. The Panel Probit Model: Adaptive Integration on Sparse Grids
    Author: Florian Heiss

  3. A Comparison of the Maximum Simulated Likelihood and Composite Marginal Likelihood Estimation Approaches in the Context of the Multivariate Ordered-Response Model
    Authors: Chandra R. Bhat, Cristiano Varin, Nazneen Ferdous

  4. Pretest Estimation in the Random Parameters Logit Model
    Authors: Tong Zeng, R. Carter Hill

  5. Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models
    Authors: Tore Selland Kleppe, Jun Yu, H. J. Skaug

Part II: Applications

  1. Education Savings Accounts, Parent Contributions, and Education Attainment
    Author: Michael D. S. Morris

  2. Estimating the Effect of Exchange Rate Flexibility on Financial Account Openness
    Author: Raul Razo-Garcia

  3. Estimating a Fractional Response Model with a Count Endogenous Regressor and an Application to Female Labor Supply
    Author: Hoa B. Nguyen

  4. Alternative Random Effects Panel Gamma SML Estimation with Heterogeneity in Random and One-Sided Error
    Authors: Saleem Shaik, Ashok K. Mishra

  5. Modeling and Forecasting Volatility in a Bayesian Approach
    Author: Esmail Amiri

People also search for Maximum Simulated Likelihood Methods and Applications 1st:

maximum likelihood method example
simulated maximum likelihood
bayesian maximum likelihood
define maximum likelihood
full maximum likelihood estimation

 

Tags:

William Greene,Carter Hill,Maximum,Simulated,Likelihood,Methods,Applications 1st