A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model

DOI10.2307/1912613zbMath0483.62099OpenAlexW1988644013MaRDI QIDQ3942286

John Scott Butler, Robert A. Moffitt

Publication date: 1982

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912613

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical quadrature and cubature formulas (65D32) Probabilistic methods, stochastic differential equations (65C99)

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