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A Fast Maximum Simulated Likelihood Estimation Technique for NMP Models

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Denis Bolduc

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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 1997 with number 155.

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Handle: RePEc:sce:scecf7:155

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Postal: CEF97, Stanford University, Department of Economics, Stanford CA USA
Web page: http://bucky.stanford.edu/cef97/
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  1. McFadden, Daniel, 1989. "A Method of Simulated Moments for Estimation of Discrete Response Models without Numerical Integration," Econometrica, Econometric Society, vol. 57(5), pages 995-1026, September. [Downloadable!] (restricted)
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  2. Berkovec, James & Stern, Steven, 1991. "Job Exit Behavior of Older Men," Econometrica, Econometric Society, vol. 59(1), pages 189-210, January. [Downloadable!] (restricted)
  3. Bolduc, D., 1990. "Autoregressive Alternatives in the Multinomial Probit Model," Papers 9013, Laval - Recherche en Energie.
  4. Ben-Akiva, M. & Bolduc, D., 1991. "Multinomial Probit with Autoregressive Error Structure," Papers 9123, Laval - Recherche en Energie.
  5. John Geweke & Michael Keane & David Runkle, 1994. "Alternative computational approaches to inference in the multinomial probit model," Staff Report 170, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  6. Borsch-Supan, Axel & Hajivassiliou, Vassilis A., 1993. "Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models," Journal of Econometrics, Elsevier, vol. 58(3), pages 347-368, August. [Downloadable!] (restricted)
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