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Simulated latent variable estimation of models with ordered categorical data

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  • Breslaw, Jon A.
  • McIntosh, James

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  • Breslaw, Jon A. & McIntosh, James, 1998. "Simulated latent variable estimation of models with ordered categorical data," Journal of Econometrics, Elsevier, vol. 87(1), pages 25-47, August.
  • Handle: RePEc:eee:econom:v:87:y:1998:i:1:p:25-47
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    References listed on IDEAS

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    1. 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.
    2. Nerlove, Marc & Ross, David & Willson, Douglas, 1993. "The importance of seasonality in inventory models : Evidence from business survey data," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 105-128.
    3. Keane, Michael, 1993. "Simulation estimation for panel data models with limited dependent variables," MPRA Paper 53029, University Library of Munich, Germany.
    4. Ruud, Paul A., 1991. "Extensions of estimation methods using the EM algorithm," Journal of Econometrics, Elsevier, vol. 49(3), pages 305-341, September.
    5. Oberhofer, W & Kmenta, J, 1974. "A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models," Econometrica, Econometric Society, vol. 42(3), pages 579-590, May.
    6. Murphy, Kevin M & Topel, Robert H, 2002. "Estimation and Inference in Two-Step Econometric Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 88-97, January.
    7. McCulloch, Robert & Rossi, Peter E., 1994. "An exact likelihood analysis of the multinomial probit model," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 207-240.
    8. Terza, Joseph V., 1987. "Estimating linear models with ordinal qualitative regressors," Journal of Econometrics, Elsevier, vol. 34(3), pages 275-291, March.
    9. Butler, J S & Moffitt, Robert, 1982. "A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model," Econometrica, Econometric Society, vol. 50(3), pages 761-764, May.
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    Cited by:

    1. van Dijk, Bram & Paap, Richard, 2008. "Explaining individual response using aggregated data," Journal of Econometrics, Elsevier, vol. 146(1), pages 1-9, September.
    2. van Praag, B. M. S. & Frijters, P. & Ferrer-i-Carbonell, A., 2003. "The anatomy of subjective well-being," Journal of Economic Behavior & Organization, Elsevier, vol. 51(1), pages 29-49, May.
    3. Falk, Martin, 2001. "Diffusion of information technology, internet use and the demand of heterogeneous labor," ZEW Discussion Papers 01-48, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    4. Falk, Martin, 2001. "Organizational change, new information and communication technologies and the demand for labor in services," ZEW Discussion Papers 01-25, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    5. Michael Dueker & Ada Jacox & David Kalist & Stephen Spurr, 2005. "The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis," Journal of Regulatory Economics, Springer, vol. 27(3), pages 309-330, January.
    6. Karlsson, Sune & Temesgen, Asrat, 2015. "Bayesian Inference in Regression Models with Ordinal Explanatory Variables," Working Papers 2015:9, Örebro University, School of Business.
    7. Kamhon Kan & Chihwa Kao, 2005. "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers 76, Center for Policy Research, Maxwell School, Syracuse University.
    8. Kajal Lahiri & Yongchen Zhao, 2013. "Determinants of Consumer Sentiment: Evidence from Household Survey Data," Discussion Papers 13-12, University at Albany, SUNY, Department of Economics.
    9. Kelava, Augustin & Kohler, Michael & Krzyżak, Adam & Schaffland, Tim Fabian, 2017. "Nonparametric estimation of a latent variable model," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 112-134.

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