This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes

This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models u

This highly accessible and innovative text with supporting web site uses Excel (R) to teach the core concepts of econometrics without advanced mathematics. It e

Monte Carlo Simulation for Econometricians presents the fundamentals of Monte Carlo simulation (MCS), pointing to opportunities not often utilized in current pr

This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows