A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models
From MaRDI portal
Publication:4013238
DOI10.2307/2951573zbMath0850.62890OpenAlexW1997460040MaRDI QIDQ4013238
Publication date: 27 September 1992
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2951573
Related Items (16)
Likelihood approximation by numerical integration on sparse grids ⋮ Explaining individual response using aggregated data ⋮ Monte-Carlo evaluation of multivariate normal probabilities ⋮ Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results ⋮ Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results ⋮ The Monte Carlo EM method for estimating multinomial probit latent variable models ⋮ Alternative sampling methods for estimating multivariate normal probabilities ⋮ Rectangular and wedge-shaped multivariate normal probabilities ⋮ Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies ⋮ Unnamed Item ⋮ Maximum likelihood estimation of multinomial probit factor analysis models for multivariate \(t\)-distribution ⋮ Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models ⋮ Maximum penalized likelihood estimation of mixed proportional hazard models ⋮ A Monte Carlo EM method for estimating multinomial probit models. ⋮ Forecasting new product penetration with flexible substitution patterns ⋮ THE EFFECTS OF VOCATIONAL REHABILITATION FOR PEOPLE WITH COGNITIVE IMPAIRMENTS
This page was built for publication: A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models