Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results
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- J. E. Dutt, 1976. "Numerical Aspects of Multivariate Normal Probabilities in Econometric Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 547-561 National Bureau of Economic Research, Inc.
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464, Massachusetts Institute of Technology (MIT), Department of Economics.
- 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.
- Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, vol. 57(5), pages 1027-57, September.
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Elsevier, vol. 49(3), pages 305-341, September.
- Paul A. Ruud., 1988. "Extensions of Estimation Methods Using the EM Algorithm.," Economics Working Papers 8899, University of California at Berkeley.
- Stern, Steven, 1992. "A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models," Econometrica, Econometric Society, vol. 60(4), pages 943-52, July.
- Vassilis Argyrou Hajivassiliou, 1993.
"Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization,"
_025, Yale University.
- Vassilis A. Hajivassiliou, 1993. "Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization," Cowles Foundation Discussion Papers 1049, Cowles Foundation for Research in Economics, Yale University.
- Borsch-Supan, Axel & Hajivassiliou, Vassilis A., 1993.
"Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models,"
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Elsevier, vol. 58(3), pages 347-368, August.
- 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 for Research in Economics, Yale University.
- McFadden, Daniel L., 1984. "Econometric analysis of qualitative response models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 24, pages 1395-1457 Elsevier.
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