The Composite Marginal Likelihood (CML) Inference Approach with Applications to Discrete and Mixed Dependent Variable Models
Seiten
2014
now publishers Inc (Verlag)
978-1-60198-828-7 (ISBN)
now publishers Inc (Verlag)
978-1-60198-828-7 (ISBN)
Takes a straightforward approach to illustrating the value of the CML method for the estimation of discrete and mixed dependent variable models in Econometrics. This book provides an overview of developments and applications, and explains why the approach can be effective for the analysis of high-dimensional heterogeneous data.
Takes a straightforward approach to illustrating the value of the CML method for the estimation of discrete and mixed dependent variable models in Econometrics. This monograph discusses theoretical aspects of CML methods, provides an overview of developments and applications of the CML inference approach, and explains why the approach can be particularly very effective for the estimation and analysis of high-dimensional heterogeneous data. In addition, it provides a blueprint (complete with matrix notation) to apply the CML estimation technique to a wide variety of discrete and mixed dependent variable model systems.
Takes a straightforward approach to illustrating the value of the CML method for the estimation of discrete and mixed dependent variable models in Econometrics. This monograph discusses theoretical aspects of CML methods, provides an overview of developments and applications of the CML inference approach, and explains why the approach can be particularly very effective for the estimation and analysis of high-dimensional heterogeneous data. In addition, it provides a blueprint (complete with matrix notation) to apply the CML estimation technique to a wide variety of discrete and mixed dependent variable model systems.
Introduction. Application to Traditional Discrete Choice Models. Application to Joint Mixed Model Systems. Conclusions.
Reihe/Serie | Foundations and Trends® in Econometrics |
---|---|
Verlagsort | Hanover |
Sprache | englisch |
Maße | 156 x 234 mm |
Gewicht | 197 g |
Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
ISBN-10 | 1-60198-828-1 / 1601988281 |
ISBN-13 | 978-1-60198-828-7 / 9781601988287 |
Zustand | Neuware |
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