Alternative sampling methods for estimating multivariate normal probabilities
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- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006.
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- Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo.
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- Shiko Maruyama, 2010. "Estimation of Finite Sequential Games," Discussion Papers 2010-22, School of Economics, The University of New South Wales.
- Lorenzo Cappellari & Stephen P. Jenkins, 2006.
"Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation,"
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- Cappellari, Lorenzo & Jenkins, Stephen P., 2006. "Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation," IZA Discussion Papers 2112, Institute of Labor Economics (IZA).
- P. Jenkins, Stephen & Cappellari, Lorenzo, 2006. "Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation," ISER Working Paper Series 2006-16, Institute for Social and Economic Research.
- Lorenzo Cappellari & Stephen P. Jenkins, 2006. "Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation," Discussion Papers of DIW Berlin 584, DIW Berlin, German Institute for Economic Research.
- Dang,Hai-Anh H. & King,Elizabeth M. & Dang,Hai-Anh H. & King,Elizabeth M., 2013. "Incentives and teacher effort : further evidence from a developing country," Policy Research Working Paper Series 6694, The World Bank.
- Phinikettos, Ioannis & Gandy, Axel, 2011. "Fast computation of high-dimensional multivariate normal probabilities," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1521-1529, April.
- Dag Kolsrud, 2008. "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer;Society for Computational Economics, vol. 31(1), pages 21-43, February.
- Jacques Huguenin & Florian Pelgrin & Alberto Holly, 2009. "Estimation of multivariate probit models by exact maximum likelihood," Working Papers 0902, University of Lausanne, Institute of Health Economics and Management (IEMS).
- Bellio, Ruggero & Grassetti, Luca, 2011. "Semiparametric stochastic frontier models for clustered data," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 71-83, January.
- Andreas Ziegler, 2007. "Simulated classical tests in multinomial probit models," Statistical Papers, Springer, vol. 48(4), pages 655-681, October.
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