The stability of simulation based estimation of the multiperiod multinominal probit model with individual specific covariates
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References listed on IDEAS
- 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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- 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.
- Stern, Steven, 1992. "A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models," Econometrica, Econometric Society, vol. 60(4), pages 943-952, July.
- Geweke, John F. & Keane, Michael P. & Runkle, David E., 1997.
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Elsevier, vol. 80(1), pages 125-165, September.
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- Prowse, Victoria L., 2005. "State Dependence in a Multi-State Model of Employment Dynamics," IZA Discussion Papers 1623, Institute for the Study of Labor (IZA).
- Victoria Prowse, 2005. "State Dependence in a Multi-state Model of Employment," Economics Papers 2005-W20, Economics Group, Nuffield College, University of Oxford.
More about this item
Keywordsdiscrete choice models; multi-period multinomial; probit models; simulated maximum likelihood method; smooth recursive conditional simulator; panel data;
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