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A simulated likelihood estimator for qualitative response models with sufficient statistics

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  • Lee, Lung-Fei

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 57 (1997)
Issue (Month): 1 (November)
Pages: 23-32

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Handle: RePEc:eee:ecolet:v:57:y:1997:i:1:p:23-32

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Web page: http://www.elsevier.com/locate/ecolet

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  1. John Geweke & Michael Keane & David Runkle, 1994. "Alternative computational approaches to inference in the multinomial probit model," Staff Report, Federal Reserve Bank of Minneapolis 170, Federal Reserve Bank of Minneapolis.
  2. Vassilis A. Hajivassiliou & Axel Borsch-Supan, 1990. "Smooth Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 960, Cowles Foundation for Research in Economics, Yale University.
  3. Gourieroux, Christian & Monfort, Alain, 1993. "Simulation-based inference : A survey with special reference to panel data models," Journal of Econometrics, Elsevier, Elsevier, vol. 59(1-2), pages 5-33, September.
  4. Vassilis A. Hajivassiliou & Daniel L. McFadden & Paul Ruud, 1993. "Simulation of Multivariate Normal Rectangle Probabilities and their Derivatives: Theoretical and Computational Results," Working Papers _024, Yale University.
  5. Lee, Lung-Fei, 1992. "On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models," Econometric Theory, Cambridge University Press, vol. 8(04), pages 518-552, December.
  6. Keane, Michael P, 1994. "A Computationally Practical Simulation Estimator for Panel Data," Econometrica, Econometric Society, Econometric Society, vol. 62(1), pages 95-116, January.
  7. Lee, Lung-Fei, 1995. "Asymptotic Bias in Simulated Maximum Likelihood Estimation of Discrete Choice Models," Econometric Theory, Cambridge University Press, vol. 11(03), pages 437-483, June.
  8. Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, Econometric Society, vol. 57(5), pages 1027-57, September.
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Cited by:
  1. Tsagkanos, Athanasios G., 2007. "A bootstrap-based minimum bias maximum simulated likelihood estimator of Mixed Logit," Economics Letters, Elsevier, Elsevier, vol. 96(2), pages 282-286, August.

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