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Estimación del Modelo Probit Multivariante: Una Mejora

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  • Vargas, Martin

Abstract

In this work we found first and second derivative from the log likelihood function of the Multivariate Probit model Multivariante, later these derivatives are implement in Ox to measure the impact of the use of analytical derivatives on the time of estimation in this class of models. En este trabajo encontramos primeras y segundas derivadas del Logaritmo de Verosimilitud del modelo Probit Multivariante, despues estas derivadas son implementadas en Ox para medir el impacto del uso de derivadas analiticas sobre el tiempo de estimación del modelo.

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File URL: http://mpra.ub.uni-muenchen.de/591/
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File URL: http://mpra.ub.uni-muenchen.de/5241/
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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 591.

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Date of creation: 2003
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Handle: RePEc:pra:mprapa:591

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Keywords: Analytical Derivatives; Multivariate Probit; Econometrics; Ox; Multivariate Probit Log Likelihood;

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