Simulation of Multivariate Normal Rectangle Probabilities and their Derivatives: Theoretical and Computational Results
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- 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.
References listed on IDEAS
- Ruud, Paul A., 1991.
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