This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and...

FRONT COVER -- ESSAYS IN HONOR OF AMAN ULLAH -- COPYRIGHT PAGE -- CONTENTS -- LIST OF CONTRIBUTORS -- INTRODUCTION -- ACKNOWLEDGMENTS -- PHOTOS -- PART I TRIBUTE -- A SELECTIVE REVIEW OF AMAN ULLAH'S CONTRIBUTIONS TO ECONOMETRICS -- ABSTRACT -- 1. INTRODUCTION -- 2. ROBUST INFERENCE -- 3. FINITE...

Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and...

Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social...