IDEAS home Printed from https://ideas.repec.org/h/nbr/nberch/10495.html
   My bibliography  Save this book chapter

Numerical Aspects of Multivariate Normal Probabilities in Econometric Models

In: Annals of Economic and Social Measurement, Volume 5, number 4

Author

Listed:
  • J. E. Dutt

Abstract

No abstract is available for this item.

Suggested Citation

  • 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.
    • Handle: RePEc:nbr:nberch:10495
    as

    Download full text from publisher

    File URL: http://www.nber.org/chapters/c10495.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. James Tobin, 1955. "The Application of Multivariate Probit Analysis to Economic Survey Data," Cowles Foundation Discussion Papers 1, Cowles Foundation for Research in Economics, Yale University.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986. "Classical estimation methods for LDV models using simulation," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 40, pages 2383-2441, Elsevier.
    2. Hajivassiliou, Vassilis & McFadden, Daniel & Ruud, Paul, 1996. "Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 85-134.
    3. Moffitt, L. Joe & Farnsworth, Richard L. & Zavaleta, Luis R. & Kogan, Marcos, 1982. "Farm Efficiency and Insect Infestation Forecasts: The Case of Soybeans in Illinois," Staff Reports 316800, United States Department of Agriculture, Economic Research Service.
    4. Daniel L. McFadden, 1976. "Quantal Choice Analysis: A Survey," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 363-390, National Bureau of Economic Research, Inc.
    5. 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 for Research in Economics, Yale University.
    6. Vassilis A. Hajivassiliou, 1991. "Simulation Estimation Methods for Limited Dependent Variable Models," Cowles Foundation Discussion Papers 1007, Cowles Foundation for Research in Economics, Yale University.
    7. Vassilis Argyrou Hajivassiliou, 1993. "Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization," Working Papers _025, Yale University.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. David A. Hensher, 1979. "Individual Choice Modelling with Discrete Commodities: Theory and Application to the Tasman Bridge Reopening," The Economic Record, The Economic Society of Australia, vol. 55(3), pages 243-260, September.
    2. Kohei Enami & John Mullahy, 2009. "Tobit at fifty: a brief history of Tobin's remarkable estimator, of related empirical methods, and of limited dependent variable econometrics in health economics," Health Economics, John Wiley & Sons, Ltd., vol. 18(6), pages 619-628, June.
    3. Forrest D. Nelson, 1976. "On a General Computer Algorithm for the Analysis of Models with Limited Dependent Variables," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 493-509, National Bureau of Economic Research, Inc.
    4. Kohei Enami & John Mullahy, 2008. "Tobit at Fifty: A Brief History of Tobin's Remarkable Estimator, of Related Empirical Methods, and of Limited Dependent Variable Econometrics in Health Economics," NBER Working Papers 14512, National Bureau of Economic Research, Inc.
    5. Debrecht, Dennis Michael, 1981. "Lending limits and the availability of credit to agricultural borrowers," ISU General Staff Papers 198101010800008411, Iowa State University, Department of Economics.
    6. DRAMAIS André, 2010. "Forecasting Industrial Production from Business Survey Data for the Euro-Area," EcoMod2003 330700044, EcoMod.
    7. Forrest D. Nelson, 1974. "On a General Computer Algorithm for the Analysis of Models with Limited Dependent Variables," NBER Working Papers 0068, National Bureau of Economic Research, Inc.
    8. M. Khan & Ismail Sirageldin, 1977. "Son preference and the demand for additional children in pakistan," Demography, Springer;Population Association of America (PAA), vol. 14(4), pages 481-495, November.
    9. Blaylock, James R. & Smallwood, David M., 1983. "Effects of Household Socioeconomic Features on Dairy Purchases," Technical Bulletins 157654, United States Department of Agriculture, Economic Research Service.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberch:10495. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.