Efficient estimation of probit models with correlated errors (Q530959): Difference between revisions
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Property / DOI: 10.1016/j.jeconom.2009.11.006 / rank | |||
Property / author | |||
Property / author: Jean-Francois Richard / rank | |||
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Property / author: Jean-Francois Richard / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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Property / zbMATH DE Number: 6608367 / rank | |||
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discrete choice | |||
Property / zbMATH Keywords: discrete choice / rank | |||
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importance sampling | |||
Property / zbMATH Keywords: importance sampling / rank | |||
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Monte Carlo integration | |||
Property / zbMATH Keywords: Monte Carlo integration / rank | |||
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panel data | |||
Property / zbMATH Keywords: panel data / rank | |||
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simulated maximum likelihood | |||
Property / zbMATH Keywords: simulated maximum likelihood / rank | |||
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Property / MaRDI profile type: Publication / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2009.11.006 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2054370200 / rank | |||
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Property / cites work | |||
Property / cites work: Statistical inference in the multinomial multiperiod probit model / rank | |||
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Property / cites work | |||
Property / cites work: Q4409932 / rank | |||
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Property / cites work | |||
Property / cites work: Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results / rank | |||
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Property / cites work | |||
Property / cites work: A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences / rank | |||
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Property / cites work: A Computationally Practical Simulation Estimator for Panel Data / rank | |||
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Property / cites work: Efficient high-dimensional importance sampling / rank | |||
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Property / cites work | |||
Property / cites work: Monte-Carlo evaluation of multivariate normal probabilities / rank | |||
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Property / DOI | |||
Property / DOI: 10.1016/J.JECONOM.2009.11.006 / rank | |||
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Latest revision as of 21:42, 9 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Efficient estimation of probit models with correlated errors |
scientific article |
Statements
Efficient estimation of probit models with correlated errors (English)
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1 August 2016
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discrete choice
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importance sampling
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Monte Carlo integration
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panel data
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simulated maximum likelihood
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