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
- Part III Time series methods and models
- Introduction
- 7 Simulated moment methods for empirical equivalent martingale measures
- 8 Exact maximum likelihood estimation of observation-driven econometric models
- 9 Simulation-based inference in non-linear state-space models: application to testing the permanent income hypothesis
- 10 Simulation-based estimation of some factor models in econometrics
- 11 Simulation-based Bayesian inference for economic time series
- Part IV Other areas of application and technical issues
- Index
8 - Exact maximum likelihood estimation of observation-driven econometric models
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
- Part III Time series methods and models
- Introduction
- 7 Simulated moment methods for empirical equivalent martingale measures
- 8 Exact maximum likelihood estimation of observation-driven econometric models
- 9 Simulation-based inference in non-linear state-space models: application to testing the permanent income hypothesis
- 10 Simulation-based estimation of some factor models in econometrics
- 11 Simulation-based Bayesian inference for economic time series
- Part IV Other areas of application and technical issues
- Index
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- Simulation-based Inference in EconometricsMethods and Applications, pp. 205 - 217Publisher: Cambridge University PressPrint publication year: 2000
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