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Citations for "The Method of Simulated Scores for the Estimation of LDV Models"

by Vassilis A. Hajivassiliou & Daniel L. McFadden

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Axel Borsch-Supan & Vassilis Hajivassiliou & Laurence J. Kotlikoff & John N. Morris, 1990. "Health, Children, and Elderly Living Arrangements: A Multiperiod-Multinomial Probit Model with Unobserved Heterogeneity and Autocorrelated Errors," NBER Working Papers 3343, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Vassilis A. Hajivassiliou, 1990. "Testing Game Theoretic Models of Price-Fixing Behaviour," Cowles Foundation Discussion Papers 935, Cowles Foundation, Yale University. [Downloadable!]
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  3. Kenneth Train, . "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Working Papers _009, University of California at Berkeley, Econometrics Laboratory Software Archive. [Downloadable!]
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  4. Daniel McFadden, 2001. "Economic Choices," American Economic Review, American Economic Association, vol. 91(3), pages 351-378, June. [Downloadable!] (restricted)
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  5. Timothy Johnson, 2007. "Discrete Choice Models for Ordinal Response Variables: A Generalization of the Stereotype Model," Psychometrika, Springer, vol. 72(4), pages 489-504, December. [Downloadable!] (restricted)
  6. Thomas Flury & Neil Shephard, 2008. "Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models," Economics Series Working Papers 413, University of Oxford, Department of Economics. [Downloadable!]
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  7. Griffiths, W.E., 2001. "Bayesian Inference in the Seemingly Unrelated Regressions Models," Department of Economics - Working Papers Series 793, The University of Melbourne. [Downloadable!]
  8. Hans G. Bloemen & Arie Kapteyn, 2008. "The estimation of utility-consistent labor supply models by means of simulated scores," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 395-422. [Downloadable!]
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  9. Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2003. "Likelihood-Based Estimation Of Latent Generalised Arch Structures," Working Papers. Serie AD 2003-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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  10. Victoria Prowse, 2005. "State Dependence in a Multi-State Model of Employment Dynamics," IZA Discussion Papers 1623, Institute for the Study of Labor (IZA). [Downloadable!]
  11. Michael Lechner & Stefan Lollivier & Thierry Magnac, 2005. "Parametric Binary Choice Models," University of St. Gallen Department of Economics working paper series 2005 2005-23, Department of Economics, University of St. Gallen. [Downloadable!]
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  12. George Monokroussos, 2006. "Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy," Discussion Papers 06-02, University at Albany, SUNY, Department of Economics. [Downloadable!]
  13. Denis Bolduc & Bernard Fortin & France Labrecque & Paul Lanoie, 1997. "Incentive Effects of Public Insurance Programs on the Occurence and the Composition of Workplace Injuries," CIRANO Working Papers 97s-24, CIRANO. [Downloadable!]
  14. GRAMMIG, Joachim & HUJER, Reinhard & SCHEIDLER, Michael, 2001. "The econometrics of airline network management," CORE Discussion Papers 2001055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  15. Vassilis A. Hajivassiliou & Yannis M. Ioannides, 1999. "Unemployment and Liquidity Constraints," Discussion Papers Series, Department of Economics, Tufts University 9925, Department of Economics, Tufts University. [Downloadable!]
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  16. Penelope A. Smith & Peter M. Summers, 2004. "How Well Do Markov Switching Models Describe Actual Business Cycles? The Case of Synchronization," Melbourne Institute Working Paper Series wp2004n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
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  17. George Monokroussos, 2009. "A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series," Discussion Papers 09-07, University at Albany, SUNY, Department of Economics. [Downloadable!]
  18. Shiko Maruyama, 2009. "Estimating Sequential-move Games by a Recursive Conditioning Simulator," Discussion Papers 2009-01, School of Economics, The University of New South Wales. [Downloadable!]
  19. Victoria Prowse, 2004. "Estimating Time Demand Elasticities Under Rationing," Economics Papers 2004-W22, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
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  20. Gomez, Miguel I. & Rao, Vithala R. & Yuan, Hong, 2008. "Effects of Horizontal and Vertical Market Power on Trade Promotion Budget and Allocation in the US Supermarket Industry: An Experimental and Empirical Analysis," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6247, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  21. Ziegler, Andreas R., 2001. "Simulated z-tests in multinomial probit models," ZEW Discussion Papers 01-53, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  22. Ziegler, Andreas, 2002. "Simulated Classical Tests in the Multiperiod Multinomial Probit Model," ZEW Discussion Papers 02-38, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  23. George Monokroussos, 2005. "Dynamic Limited Dependent Variable Modeling and US Monetary Policy," Computing in Economics and Finance 2005 460, Society for Computational Economics. [Downloadable!]
  24. Dean Hyslop, 1995. "State Dependence, Serial Correlation and Heterogeneity in Intertemporal Participation Behavior: Monte Carlo Evidence and Empirical Results for Married Women," Working Papers 726, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
  25. Vassilis A. Hajivassiliou & Axel Borsch-Supan, 1990. "Smooth Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models," Cowles Foundation Discussion Papers 960, Cowles Foundation, Yale University. [Downloadable!]
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  26. Sònia Muñoz, 2006. "Habit Formation and Persistence in Individual Asset Portfolio Holdings: The Case of Italy," IMF Working Papers 06/29, International Monetary Fund. [Downloadable!]
  27. Hajivassiliou, V. & Savignac, F., 2008. "Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects," Documents de Travail 202, Banque de France. [Downloadable!]
  28. Jurgen A. Doornik & David F. Hendry & Neil Shephard, . "Computationally-intensive Econometrics using a Distributed Matrix-programming Language," Economics Papers 2001-W22, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
  29. 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)
  30. Matthew Shum, 1998. "Structural Estimation Of Auction Models," Working Papers mshum-98-01, University of Toronto, Department of Economics. [Downloadable!]
  31. Michaela Draganska & Michael Mazzeo & Katja Seim, 2009. "Beyond plain vanilla: Modeling joint product assortment and pricing decisions," Quantitative Marketing and Economics, Springer, vol. 7(2), pages 105-146, June. [Downloadable!] (restricted)
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  32. González, M. & Minguez, R., 2005. "The Method Of Simulated Maximum Likelihood For The Estimaton Of Dynamic Ordered Probit: An Application To Country-Risk For Non-Developed Countries," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(3), pages 99-133. [Downloadable!]
  33. Joachim Inkmann, 1999. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Finance 9904003, EconWPA. [Downloadable!]
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  34. von Hagen, Jürgen & Zhou, Jizhong, 2004. "The Choice of Exchange Rate Regime in Developing Countries: A Multinational Panel Analysis," CEPR Discussion Papers 4227, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  35. Victoria Prowse, 2005. "State Dependence in a Multi-state Model of Employment," Economics Papers 2005-W20, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
  36. 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, Yale University. [Downloadable!]
  37. Ziegler, Andreas, . "Simulierte klassische Parameterschätzung in Probitmodellen," IVS discussion paper series 578, Institut für Volkswirtschaft und Statistik (IVS), University of Mannheim. [Downloadable!]
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This page was last updated on 2009-12-28.

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