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Maximum Simulated Likelihood Methods and Applications

Maximum Simulated Likelihood Methods and Applications PDF Author: William Greene
Publisher: Emerald Group Publishing
ISBN: 0857241494
Category : Business & Economics
Languages : en
Pages : 371

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Book 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.