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Estimating binary multilevel models through indirect inference

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  • Mealli, Fabrizia
  • Rampichini, Carla

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  • Mealli, Fabrizia & Rampichini, Carla, 1999. "Estimating binary multilevel models through indirect inference," Computational Statistics & Data Analysis, Elsevier, vol. 29(3), pages 313-324, January.
  • Handle: RePEc:eee:csdana:v:29:y:1999:i:3:p:313-324
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    References listed on IDEAS

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    1. Gourieroux, C. & Renault, E. & Touzi, N., 1996. "Calibrarion By Simulation for Small Sample Bias Correction," Papers 96.428, Toulouse - GREMAQ.
    2. Giorgio Calzolari & Francesca Di Iorio & Gabriele Fiorentini, 1998. "Control variates for variance reduction in indirect inference: Interest rate models in continuous time," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages 100-112.
    3. Mark Yuying An & Ming Liu, 2000. "Using Indirect Inference To Solve The Initial-Conditions Problem," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 656-667, November.
    4. Gourieroux, C & Monfort, A & Renault, E, 1993. "Indirect Inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages 85-118, Suppl. De.
    5. Longford, N. T., 1994. "Logistic regression with random coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 17(1), pages 1-15, January.
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    Cited by:

    1. Giorgio Calzolari & Francesca Di Iorio & Gabriele Fiorentini, 2001. "Indirect inference and variance reduction using control variates," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 39-53.
    2. Calzolari, Giorgio & Magazzini, Laura & Mealli, Fabrizia, 2001. "Simulation-based estimation of Tobit model with random effects," MPRA Paper 22985, University Library of Munich, Germany, revised 2001.
    3. Giorgio Calzolari & F. Di Iorio & G. Fiorentini, 1999. "Indirect Estimation of Just-Identified Models with Control Variates," Econometrics Working Papers Archive quaderno46, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    4. Joakim Westerlund & Per Hjertstrand, 2014. "Indirect Estimation of Semiparametric Binary Choice Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(2), pages 298-314, April.
    5. Di Iorio, Francesca & Calzolari, Giorgio, 2006. "Discontinuities in indirect estimation: An application to EAR models," Computational Statistics & Data Analysis, Elsevier, vol. 50(8), pages 2124-2136, April.
    6. Giorgio Calzolari & F. Mealli & C. Rampichini, 2001. "Alternative Simulation-Based Estimators of Logit Models with Random Effects," Econometrics Working Papers Archive quaderno48, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    7. Anna Gottard & Giorgio Calzolari, 2014. "Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning," Econometrics Working Papers Archive 2014_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    8. Niyousha Hosseinichimeh & Hazhir Rahmandad & Mohammad S. Jalali & Andrea K. Wittenborn, 2016. "Estimating the parameters of system dynamics models using indirect inference," System Dynamics Review, System Dynamics Society, vol. 32(2), pages 154-178, April.

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