Simulation-based Inference in Econometrics Methods and Applications Mariano

Simulation-based Inference in EconometricsMethods and Applications\nAuthor(s): Roberto Mariano, Til Schuermann, Melvyn J. Weeks\nFormat: Hardback\nPublisher: Cambridge University Press, United Kingdom\nImprint: Cambridge University Press\nISBN-13: 9780521591126, 978-0521591126\nSynopsis\nThis substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and estimators, the asymptotic properties of these estimators, as well as descriptions of the different simulators in use. Second, the volume provides empirical and operational examples of SBI methods. Often what is missing, even in existing applied papers, are operational issues. Which simulator works best for which problem and why? This volume will explicitly address the important numerical and computational issu.