A Computationally Practical Simulation Estimator for Panel Data (Q4284150): Difference between revisions

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Revision as of 10:20, 25 September 2024

scientific article; zbMATH DE number 522735
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A Computationally Practical Simulation Estimator for Panel Data
scientific article; zbMATH DE number 522735

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    A Computationally Practical Simulation Estimator for Panel Data (English)
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    24 March 1994
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    equicorrelation
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    importance sampling
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    multinomial probit
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    method of simulated moments estimator
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    limited dependent variable models
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    factorization
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    transition probabilities
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    Monte Carlo tests
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    quadrature- based ML estimators
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    choice probabilities
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    complex panel data models
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    random effects
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    ARMA errors
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    simple random effects models
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