Author Description

Product Description Simulation-based inference (SBI) is the fastest growing area of research in modern econometrics. The techniques of SBI are widespread among scholars and researchers, and have become a staple part of undergraduate and postgraduate research programs. In this volume, Mariano, Schuermann, Weeks and their contributors provide an overview of the applications and techniques at the cutting edge of the subject, as well as a comprehensive survey of the existing literature. The contributions include important new essays by many of the leading figures currently working in econometrics. Review "This book would be a valuable reference for empirical researchers interested in applying simulation-based methods." JASA Book Description Simulation-based inference (SBI) is the fastest growing area of research in modern econometrics. The techniques of SBI are widespread amongst scholars and researchers, and have become a staple part of undergraduate and postgraduate research programmes. In this volume, Mariano, Schuermann, Weeks and their contributors provide an overview of the applications and techniques at the cutting edge of the subject as well as providing a comprehensive survey of the existing literature. The contributions include important new essays by many of the most successful scholars currently working within econometrics.