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Simulated maximum likelihood estimation of dynamic discrete choice statistical models some Monte Carlo results

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Lee, Lung-Fei

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 82 (1997)
Issue (Month): 1 ()
Pages: 1-35
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Handle: RePEc:eee:econom:v:82:y:1997:i:1:p:1-35

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  2. Alessie, R. & Hochguertel, S. & Soest, A. van, 2000. "Household portfolios in the Netherlands," Discussion Paper 55, Tilburg University, Center for Economic Research. [Downloadable!]
  3. Lechner, Michael & Lollivier, Stefan & Magnac, Thierry, 2005. "Parametric Binary Choice Models," IDEI Working Papers 398, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
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  4. Heiss, Florian, 2006. "Nonlinear State-Space Models for Microeconometric Panel Data," Discussion Papers in Economics 1157, University of Munich, Department of Economics. [Downloadable!]
  5. Brännäs, Kurt & Simonsen, Ola, 2003. "Discretized Time and Conditional Duration Modelling for Stock Transaction Data," UmeÃ¥ Economic Studies 610, Umeå University, Department of Economics.
  6. Jörgen Hansen & Magnus Lofstrom & Xuelin Zhang, 2006. "State Dependence in Canadian Welfare Participation," IZA Discussion Papers 2266, Institute for the Study of Labor (IZA). [Downloadable!]
  7. Jacques Huguenin & Florian Pelgrin & Alberto Holly, 2009. "Estimation of multivariate probit models by exact maximum likelihood," Working Papers 0902, University of Lausanne, Institute of Health Economics and Management (IEMS). [Downloadable!]
  8. Daniel A. Ackerberg, 2001. "A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation," NBER Technical Working Papers 0273, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Alessie, R. & Hochguertel, S. & Soest, A. van, 2001. "Ownership of stocks and mutual funds: : a panel data analysis," Discussion Paper 94, Tilburg University, Center for Economic Research. [Downloadable!]
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  10. Ziegler, Andreas & Schröder, Michael, 2006. "What Determines the Inclusion in a Sustainability Stock Index? A Panel Data Analysis for European Companies," ZEW Discussion Papers 06-41, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  11. Michel Wedel & Wagner Kamakura, 2001. "Factor analysis with (mixed) observed and latent variables in the exponential family," Psychometrika, Springer, vol. 66(4), pages 515-530, December. [Downloadable!] (restricted)
  12. Islam, Nizamul, 2005. "Dynamic labour force participation of married women in Sweden," Working Papers in Economics 184, Göteborg University, Department of Economics, revised 14 Nov 2005. [Downloadable!]
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