Simulation-based Inference in Econometrics

Simulation-based Inference in Econometrics

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This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes

Simulation-based Econometric Methods

Simulation-based Econometric Methods

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This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models u