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Numerical Aspects of Multivariate Normal Probabilities in Econometric Models

In: Annals of Economic and Social Measurement, Volume 5, number 4

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  • J. E. Dutt
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    This chapter was published in:

  • Sanford V. Berg, editor, 1976. "Annals of Economic and Social Measurement, Volume 5, number 4," NBER Books, National Bureau of Economic Research, Inc, number aesm76-4, May.
    This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 10495.

    Handle: RePEc:nbr:nberch:10495

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    Cited by:
    1. Vassilis A. Hajivassiliou, 1993. "Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization," Cowles Foundation Discussion Papers 1049, Cowles Foundation for Research in Economics, Yale University.
    2. Vassilis A. Hajivassiliou and Paul A. Ruud., 1993. "Classical Estimation Methods for LDV Models Using Simulation," Economics Working Papers 93-219, University of California at Berkeley.
    3. Vassilis A. Hajivassiliou, 1991. "Simulation Estimation Methods for Limited Dependent Variable Models," Cowles Foundation Discussion Papers 1007, Cowles Foundation for Research in Economics, Yale University.
    4. Hajivassiliou, Vassilis & McFadden, Daniel & Ruud, Paul, 1996. "Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 85-134.
    5. repec:fth:prinin:220 is not listed on IDEAS
    6. Vassilis A. Hajivassiliou & Daniel McFadden & Paul A. Ruud, 1994. "Simulation of Multivariate Normal Rectangle Probabilities: Theoretical and Computational Results," Cowles Foundation Discussion Papers 1021R, Cowles Foundation for Research in Economics, Yale University.

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