The composite marginal likelihood (CML) inference approach with applications to discrete and mixed dependent variable models

著者

    • Chandra R. Bhat

書誌事項

The composite marginal likelihood (CML) inference approach with applications to discrete and mixed dependent variable models

Chandra R. Bhat

(Foundations and trends in econometrics, 7:1)

now Publishers, c2014

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注記

Includes bibliographical references (p.111-120)

内容説明・目次

内容説明

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.

目次

Introduction. Application to Traditional Discrete Choice Models. Application to Joint Mixed Model Systems. Conclusions.

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詳細情報

  • NII書誌ID(NCID)
    BB26516440
  • ISBN
    • 9781601988287
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Boston
  • ページ数/冊数
    x, 120 p.
  • 大きさ
    24 cm
  • 親書誌ID
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