Book contents
- Frontmatter
- Contents
- List of contributors
- Foreword by M. Hashem Pesaran
- Part I Simulation-based inference in econometrics: methods and applications
- Part II Microeconometric methods
- Introduction
- 2 Accelerated Monte Carlo integration: an application to dynamic latent variables models
- 3 Some practical issues in maximum simulated likelihood
- 4 Bayesian inference for dynamic discrete choice models without the need for dynamic programming
- 5 Testing binomial and multinomial choice models using Cox's non-nested test
- 6 Bayesian analysis of the multinomial probit model
- Part III Time series methods and models
- Part IV Other areas of application and technical issues
- Index
4 - Bayesian inference for dynamic discrete choice models without the need for dynamic programming
Published online by Cambridge University Press: 04 August 2010
Book contents
- Frontmatter
- Contents
- List of contributors
- Foreword by M. Hashem Pesaran
- Part I Simulation-based inference in econometrics: methods and applications
- Part II Microeconometric methods
- Introduction
- 2 Accelerated Monte Carlo integration: an application to dynamic latent variables models
- 3 Some practical issues in maximum simulated likelihood
- 4 Bayesian inference for dynamic discrete choice models without the need for dynamic programming
- 5 Testing binomial and multinomial choice models using Cox's non-nested test
- 6 Bayesian analysis of the multinomial probit model
- Part III Time series methods and models
- Part IV Other areas of application and technical issues
- Index
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- Simulation-based Inference in EconometricsMethods and Applications, pp. 100 - 131Publisher: Cambridge University PressPrint publication year: 2000
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