Maximum Simulated Likelihood Methods and Applications
- ISBN-10
- 0857241508
- ISBN-13
- 9780857241504
- Category
- Business & Economics
- Pages
- 363
- Language
- English
- Published
- 2010-12-03
- Publisher
- Emerald Group Publishing
- Authors
- R. Carter Hill, William Greene
Description
This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.
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