Date: 1997
Type: Thesis
Essays on simultation-based inference
Florence : European University Institute, 1997, EUI, ECO, PhD Thesis
MONFARDINI, Chiara, Essays on simultation-based inference, Florence : European University Institute, 1997, EUI, ECO, PhD Thesis - https://hdl.handle.net/1814/5013
Retrieved from Cadmus, EUI Research Repository
Table of Contents:
-- The simulated Cox test statistic : a refinement and Monte Carlo evidence
-- The choice of the working sector in Italy : a trivariate probit analysis
-- An application of Cox's non-nested test to trinomial logit and probit models
-- Estimating stochastic volatility models through indirect inference
Additional information:
Defence date: 13 June 1997; Examining board: Prof. Grayham Mizon, EUI, Supervisor ; Prof. Alain Monfort, CREST-INSEE, Paris, Co-Sueprvisor ; Prof. Renzo Orsi, University of Bologna ; Prof. Stephen Pudney, University of Leicester; PDF of thesis uploaded from the Library digitised archive of EUI PhD theses completed between 2013 and 2017
Cadmus permanent link: https://hdl.handle.net/1814/5013
Series/Number: EUI; ECO; PhD Thesis
Publisher: European University Institute
LC Subject Heading: Inference