Advances in Econometrics, Volume 26: Maximum Simulated Likelihood Methods and Applications

Editors:William Greene (NYU), R. Carter Hill (LSU)

DOI 10.1108/S0731-9053(2010)26 Series copyright holder: Emerald Publishing Limited ISBN 978-0-85724-149-8 eISBN 978-0-85724-150-4 Book series ISSN: 0731-9053

• Introduction, William Greene. 
• MCMC Perspectives on Simulated Likelihood Estimation, Ivan Jeliazkov and Ester Hee Lee.
• The Panel Probit Model: Adaptive Integration on Sparse Grids, Florian Heiss.
• A Comparison of the Maximum Simulated Likelihood and Composite Marginal Likelihood Estimation Approaches in the Context of the Multivariate Ordered-Response Model, Chandra R. Bhat, Cristiano Varin and Nazneen Ferdous.
• Pretest Estimation in the Random Parameters Logit Model, Tong Zeng and R. Carter Hill.
• Simulated Maximum Likelihood Estimation of Continous Time Stochastic Volatility Models, Tore Sell and Kleppe, Jun Yu and H.J. Skaug.
• Education Savings Accounts, Parent Contributions, and Education Attainment, Michael D.S. Morris.
• Estimating the Effect of Exchange Rate Flexibility on Financial Account Openness, Raul Razo-Garcia.
• Estimating a Fractional Response Model with a Count Endogenous Regressor and an Application to Female Labor Supply, Hoa B. Nguyen.
• Alternative Random Effects Panel Gamma SML Estimation with Heterogeneity in Random and One-Sided Error, Saleem Shaik and Ashok K. Mishra.
• Modeling and Forecasting Volatility in a Bayesian Approach, Esmail Amiri.