---
title: "Alain Monfort, Christian Gouriéroux og Monfort Gourieroux Simulation-based Econometric Methods"
ean: "9780198774754"
brand: "Alain Monfort, Christian Gouriéroux og Monfort Gourieroux"
category: "Medier > Bøger > Trykte bøger"
price_min: 949
price_max: 949
currency: DKK
vendor_count: 1
in_stock: true
url: https://pricetracker.dk/p/9780198774754/simulation-based-econometric-methods
last_checked: 2026-10-15
---

# Alain Monfort, Christian Gouriéroux og Monfort Gourieroux Simulation-based Econometric Methods

EAN 9780198774754 · Mærke: Alain Monfort, Christian Gouriéroux og Monfort Gourieroux · Kategori: Medier > Bøger > Trykte bøger

Sammenlign priser på Alain Monfort, Christian Gouriéroux og Monfort Gourieroux Simulation-based Econometric Methods fra 1 forhandler. Billigste pris nu: 949 kr hos Saxo DK. Se aktuelle priser og køb hos den billigste forhandler på https://pricetracker.dk/p/9780198774754/simulation-based-econometric-methods

## Priser
- **Billigste pris nu:** 949 kr hos Saxo DK
- **Prisspænd:** 949 kr – 949 kr på tværs af 1 forhandler

## Forhandlere
| Forhandler | Pris | Levering |
|---|---|---|
| Saxo DK | 949 kr | — |

## Om produktet
Beskrivelse fra forhandleren Saxo DK:

> This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach. After a brief survey of classical parametric and semi-parametric non-linear estimation methods and a description of problems in which criterion functions contain integrals, the authors present a general form of the model where it is possible to simulate the observations. They then move to calibration problems and the simulated analogue of the method of moments, before considering simulated versions of maximum likelihood, pseudo-maximum likelihood, or non-linear least squares. The general principle of indirect inference is presented and is then applied to limited dependent variable models and to financial series.

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