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Springer A Guide to Simulation - Springer Universitext Economics Book

3778954

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Description

A Guide to Simulation from Springer's Universitext series provides comprehensive coverage of simulation methods with expanded sections on Markov-chain simulation, gradient estimation, and asynchronous observations handling. This updated edition features radically improved treatment of indirect estimation techniques and introduces a new section on standardised time series analysis. The book includes enhanced methods for generating random integers and fractions, alongside thirty-seven new problems that strengthen understanding of simulation principles. Designed for economics and econometrics students and professionals, this resource combines theoretical foundations with practical problem-solving exercises to build mastery of simulation methodologies across diverse applications.

Key Features

Markov-chain simulation coverage across multiple sections provides foundational and advanced techniques for stochastic process modelling.

Gradient estimation methods detailed in dedicated sections enable efficient parameter optimisation in simulation studies.

Asynchronous observations handling with improved approaches allows realistic modelling of real-world data collection scenarios.

Standardised time series section introduces modern approaches to temporal data analysis within simulation frameworks.

Thirty-seven new problems plus revised exercises strengthen practical application of simulation concepts and methodologies.

Random number generation improvements for both integers and fractions enhance computational accuracy in simulations.

Product Specifications

Model
3778954
Format
hardcover
Domain
Amazon UK
Release Date
13 May 1987
Listed Since
12 January 2007

Barcode

No barcode data available

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