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The Method of Simulated Scores for the Estimation of LDV Models

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  1. Axel Borsch-Supan & Vassilis Hajivassiliou & Laurence J. Kotlikoff, 1992. "Health, Children, and Elderly Living Arrangements: A Multiperiod-Multinomial Probit Model with Unobserved Heterogeneity and Autocorrelated Errors," NBER Chapters, in: Topics in the Economics of Aging, pages 79-108, National Bureau of Economic Research, Inc.
  2. Vassilis A. Hajivassiliou, 1990. "Testing Game Theoretic Models of Price-Fixing Behaviour," Cowles Foundation Discussion Papers 935, Cowles Foundation for Research in Economics, Yale University.
  3. Dong, Diansheng & Chung, Chanjin & Kaiser, Harry M., 2001. "Panel Data Double-Hurdle Model: An Application To Dairy Advertising," 2001 Annual meeting, August 5-8, Chicago, IL 20502, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  4. George Monokroussos, 2011. "Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(2‐3), pages 519-534, March.
  5. Berlingieri, Francesco & Zierahn, Ulrich, 2014. "Field of study, qualification mismatch, and wages: Does sorting matter?," ZEW Discussion Papers 14-076, ZEW - Leibniz Centre for European Economic Research.
  6. Kristensen, Dennis & Shin, Yongseok, 2012. "Estimation of dynamic models with nonparametric simulated maximum likelihood," Journal of Econometrics, Elsevier, vol. 167(1), pages 76-94.
  7. Joachim Grammig & Reinhard Hujer & Michael Scheidler, 2005. "Discrete choice modelling in airline network management," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(4), pages 467-486, May.
  8. Denis Bolduc & Bernard Fortin & France Labrecque & Paul Lanoie, 1997. "Incentive Effects of Public Insurance Programs on the Occurence and the Composition of Workplace Injuries," CIRANO Working Papers 97s-24, CIRANO.
  9. Hajivassiliou, Vassilis & Savignac, Frédérique, 2019. "Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate," LSE Research Online Documents on Economics 102544, London School of Economics and Political Science, LSE Library.
  10. Coban, Mustafa, 2017. "I'm fine with Immigrants, but ...: Attitudes, ethnic diversity, and redistribution preference," Discussion Paper Series 137, Julius Maximilian University of Würzburg, Chair of Economic Order and Social Policy.
  11. Junhong Chu & Pradeep Chintagunta & Javier Cebollada, 2008. "Research Note—A Comparison of Within-Household Price Sensitivity Across Online and Offline Channels," Marketing Science, INFORMS, vol. 27(2), pages 283-299, 03-04.
  12. Nielsen, Soren Feodor, 2000. "On simulated EM algorithms," Journal of Econometrics, Elsevier, vol. 96(2), pages 267-292, June.
  13. Boneva, Teodora & Kaufmann, Katja Maria & Rauh, Christopher, 2021. "Maternal Labor Supply: Perceived Returns, Constraints, and Social Norms," IZA Discussion Papers 14348, Institute of Labor Economics (IZA).
  14. Philipp Eisenhauer & James J. Heckman & Stefano Mosso, 2015. "Estimation Of Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(2), pages 331-357, May.
  15. Yang Li & Asim Ansari, 2014. "A Bayesian Semiparametric Approach for Endogeneity and Heterogeneity in Choice Models," Management Science, INFORMS, vol. 60(5), pages 1161-1179, May.
  16. Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2004. "Likelihood-Based Estimation of Latent Generalized ARCH Structures," Econometrica, Econometric Society, vol. 72(5), pages 1481-1517, September.
  17. Boneva, Teodora & Golin, Marta & Kaufmann, Katja Maria & Rauh, Christopher, 2022. "Beliefs about Maternal Labor Supply," IZA Discussion Papers 15788, Institute of Labor Economics (IZA).
  18. Fichera, Eleonora & Sutton, Matt, 2011. "State and self investments in health," Journal of Health Economics, Elsevier, vol. 30(6), pages 1164-1173.
  19. Maksym, Obrizan, 2010. "A Bayesian Model of Sample Selection with a Discrete Outcome Variable," MPRA Paper 28577, University Library of Munich, Germany.
  20. Inkmann, Joachim, 2000. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Journal of Econometrics, Elsevier, vol. 97(2), pages 227-259, August.
  21. Hans G. Bloemen & Arie Kapteyn, 2008. "The estimation of utility-consistent labor supply models by means of simulated scores," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 395-422.
  22. Hajivassiliou, V A, 1994. "A Simulation Estimation Analysis of the External Debt Crises of Developing Countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(2), pages 109-131, April-Jun.
  23. Cole, Rebel A. & Cowling, Marc & Liu, Weixi, 2024. "The effect of collateral on small business rationing of term loans and lines of credit," Journal of Financial Stability, Elsevier, vol. 74(C).
  24. Aguirregabiria, Victor & Mira, Pedro, 2010. "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
  25. GRAMMIG, Joachim & HUJER, Reinhard & SCHEIDLER, Michael, 2001. "The econometrics of airline network management," LIDAM Discussion Papers CORE 2001055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  26. Hajivassiliou, Vassilis & Savignac, Frédérique, 2007. "Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects," LSE Research Online Documents on Economics 4774, London School of Economics and Political Science, LSE Library.
  27. Patrick Kline & Christopher R. Walters, 2016. "Evaluating Public Programs with Close Substitutes: The Case of HeadStart," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 131(4), pages 1795-1848.
  28. Coban, Mustafa, 2020. "Redistribution Preferences, Attitudes towards Immigrants, and Ethnic Diversity," IAB-Discussion Paper 202023, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  29. Yannis M. Ioannides & Vassilis A. Hajivassiliou, 2007. "Unemployment and liquidity constraints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 479-510.
  30. Richard T. Carson & Derrick H. Sun & Yixiao Sun, 2024. "Random Utility Models with Skewed Random Components: the Smallest versus Largest Extreme Value Distribution," Papers 2405.08222, arXiv.org, revised May 2024.
  31. Müller, Tobias & Boes, Stefan, 2016. "Disability Insurance Benefits and Labor Supply Choices: Evidence from a Discontinuity in Benefit Awards," MPRA Paper 70957, University Library of Munich, Germany.
  32. Gracia, Azucena & Loureiro, Maria & Nayga, Rodolfo Jr., 2007. "Do consumers perceive benefits from the implementation of a EU mandatory nutritional labelling program?," Food Policy, Elsevier, vol. 32(2), pages 160-174, April.
  33. Penelope A. Smith & Peter M. Summers, 2005. "How well do Markov switching models describe actual business cycles? The case of synchronization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 253-274.
  34. George Monokroussos, 2013. "A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 42(1), pages 71-105, June.
  35. Román, Concepción & Congregado, Emilio & Millán, José María, 2013. "Start-up incentives: Entrepreneurship policy or active labour market programme?," Journal of Business Venturing, Elsevier, vol. 28(1), pages 151-175.
  36. Vassilis Argyrou Hajivassiliou, 1993. "Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization," Working Papers _025, Yale University.
  37. Gould, Brian W. & Dong, Diansheng, 2000. "The Decision Of When To Buy A Frequently Purchased Good: A Multi-Period Probit Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 25(2), pages 1-17, December.
  38. Vitaliy Roud & Valeriya Vlasova, 2016. "Firm-Level Evidence on the Cooperative Innovation Strategies in Russian Manufacturing," HSE Working papers WP BRP 63/STI/2016, National Research University Higher School of Economics.
  39. Shiko Maruyama, 2009. "Estimating Sequential-move Games by a Recursive Conditioning Simulator," Discussion Papers 2009-01, School of Economics, The University of New South Wales.
  40. Giulia Bettin & Riccardo Lucchetti, 2016. "Steady streams and sudden bursts: persistence patterns in remittance decisions," Journal of Population Economics, Springer;European Society for Population Economics, vol. 29(1), pages 263-292, January.
  41. Nursel Aydiner-Avsar & M. Burak Onemli, 2023. "Working Poverty in Türkiye: A Dynamic Panel Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 168(1), pages 139-164, August.
  42. V A Hajivassiliou, 2019. "Switching Regressions with Imperfect Regime Classification Information: Theory and Applications," STICERD - Econometrics Paper Series 610, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  43. Calzolari, Giorgio & Magazzini, Laura & Mealli, Fabrizia, 2001. "Simulation-based estimation of Tobit model with random effects," MPRA Paper 22985, University Library of Munich, Germany, revised 2001.
  44. Di Iorio, Francesca & Calzolari, Giorgio, 2006. "Discontinuities in indirect estimation: An application to EAR models," Computational Statistics & Data Analysis, Elsevier, vol. 50(8), pages 2124-2136, April.
  45. Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2018. "A discrete/continuous choice model on a nonconvex budget set," Econometric Reviews, Taylor & Francis Journals, vol. 37(2), pages 89-113, February.
  46. 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.
  47. Bartolucci, Francesco & Nigro, Valentina, 2007. "Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3470-3483, April.
  48. Roberto Fontana & Alessandro Nuvolari & Hiroshi Shimizu & Andrea Vezzulli, 2013. "Schumpeterian Patterns of Innovation and the Sources of Breakthrough Inventions: Evidence from a Data-set of R&D Awards," Economic Complexity and Evolution, in: Andreas Pyka & Esben Sloth Andersen (ed.), Long Term Economic Development, edition 127, pages 313-340, Springer.
  49. Hajivassiliou, Vassilis & Savignac, Frédérique, 2024. "Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate," Journal of Econometrics, Elsevier, vol. 238(1).
  50. Jeremy T. Fox, 2018. "Estimating matching games with transfers," Quantitative Economics, Econometric Society, vol. 9(1), pages 1-38, March.
  51. Denis Fougère & Julien Pouget, 2003. "Les déterminants économiques de l'entrée dans la fonction publique," Économie et Statistique, Programme National Persée, vol. 369(1), pages 15-48.
  52. 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.
  53. Cristian Barra & Nazzareno Ruggiero, 2023. "Quality of Government and Types of Innovation—Empirical Evidence for Italian Manufacturing Firms," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(2), pages 1749-1789, June.
  54. Victoria Prowse, 2004. "Estimating Time Demand Elasticities Under Rationing," Economics Series Working Papers 209, University of Oxford, Department of Economics.
  55. Kenneth Train, "undated". "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Working Papers _009, University of California at Berkeley, Econometrics Laboratory Software Archive.
  56. Bolduc, Denis & Kaci, Mustapha, 1993. "Estimation des modèles probit polytomiques : un survol des techniques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 69(3), pages 161-191, septembre.
  57. Pigini, Claudia & Presbitero, Andrea F. & Zazzaro, Alberto, 2016. "State dependence in access to credit," Journal of Financial Stability, Elsevier, vol. 27(C), pages 17-34.
  58. Kerem Tuzcuoglu, 2019. "Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects," Staff Working Papers 19-16, Bank of Canada.
  59. Hung‐pin Lai & Subal C. Kumbhakar, 2020. "Estimation of a dynamic stochastic frontier model using likelihood‐based approaches," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(2), pages 217-247, March.
  60. Magali Beffy & Denis Fougère & Arnaud Maurel, 2009. "L’impact du travail salarié des étudiants sur la réussite et la poursuite des études universitaires," Économie et Statistique, Programme National Persée, vol. 422(1), pages 31-50.
  61. Adams, Richard H. & Cuecuecha, Alfredo, 2013. "The Impact of Remittances on Investment and Poverty in Ghana," World Development, Elsevier, vol. 50(C), pages 24-40.
  62. Gomez, Miguel I. & Rao, Vithala R. & Yuan, Hong, 2008. "Effects of Horizontal and Vertical Market Power on Trade Promotion Budget and Allocation in the US Supermarket Industry: An Experimental and Empirical Analysis," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6247, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  63. Lucchetti, Riccardo & Pigini, Claudia, 2017. "DPB: Dynamic Panel Binary Data Models in gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i08).
  64. Ziegler, Andreas, 2001. "Simulated z-tests in multinomial probit models," ZEW Discussion Papers 01-53, ZEW - Leibniz Centre for European Economic Research.
  65. Fu, Shengfei & Shonkwiler, John Scott, 2015. "A New Estimator for Multivariate Binary Data," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 204963, Agricultural and Applied Economics Association.
  66. Haojue Zhang & Yifu Sun & Changyu Meng, 2023. "Sustainable Urban Competitiveness from a Financial Development Perspective: An Empirical Study of China," Sustainability, MDPI, vol. 15(5), pages 1-18, February.
  67. Richard Gates, 2006. "A Mata Geweke–Hajivassiliou–Keane multivariate normal simulator," Stata Journal, StataCorp LLC, vol. 6(2), pages 190-213, June.
  68. Zhao, Yunfei & Marsh, Thomas L. & Li, Huixin, 2012. "An Evaluation Of Estimators For Censored Systems Of Equations Using Monte Carlo Simulation," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 129166, Agricultural and Applied Economics Association.
  69. Rafael P. Greminger, 2022. "Trade-Offs Between Ranking Objectives: Reduced-Form Evidence and Structural Estimation," Papers 2210.16408, arXiv.org, revised Feb 2025.
  70. Tobias Müller & Stefan Boes, 2020. "Disability insurance benefits and labor supply decisions: evidence from a discontinuity in benefit awards," Empirical Economics, Springer, vol. 58(5), pages 2513-2544, May.
  71. Mohammad Arshad Rahman & Angela Vossmeyer, 2019. "Estimation and Applications of Quantile Regression for Binary Longitudinal Data," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, volume 40, pages 157-191, Emerald Group Publishing Limited.
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  74. Barreiro-Hurlé, Jesús & Gracia, Azucena & de-Magistris, Tiziana, 2010. "Does nutrition information on food products lead to healthier food choices?," Food Policy, Elsevier, vol. 35(3), pages 221-229, June.
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