Econometric Inference using Simulation Techniques

by Herman K. van Dijk (Editor), Alain Monfort (Editor), Bryan W. Brown (Editor)

This book provides a comprehensive assessment of the latest simulation techniques, and examines the three main areas of econometric inference where the use of simulation methods has been successful; Bayesian inference, classical inference, and the solution and stochastic simulation of dynamic econometric models, in particular general equilibrium models.

276 pages, Hardcover

First published July 11, 1995

About the author

Herman Koene van Dijk was a Dutch economist who was a consultant at the Research Department of Norges Bank and Professor Emeritus at the Econometric Institute of the Erasmus University Rotterdam, known for his contributions in the field of Bayesian analysis.