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Estimación del Modelo Probit Multivariante: Una Mejora

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Author Info
Vargas, Martin

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Abstract

In this work we found first derivatives 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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Publisher 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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Related research
Keywords: Analytical Derivatives Multivariate Probit Econometrics Ox Multivariate Probit Log Likelihood

Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models

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This page was last updated on 2008-10-12.


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