Pages that link to "Item:Q1915466"

The following pages link to Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results (Q1915466):

Displayed 28 items.

• Simulation-based inference. A survey with special reference to panel data models (Q689428) ‎ (← links)
• Invariance of conditional maximum utility (Q869856) ‎ (← links)
• Fitting mixed-effects models when data are left truncated (Q938045) ‎ (← links)
• Computational issues in the sequential probit model: a Monte Carlo study (Q1020516) ‎ (← links)
• Likelihood analysis of the multivariate ordinal probit regression model for repeated ordinal responses (Q1023685) ‎ (← links)
• Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results (Q1265785) ‎ (← links)
• Forecasting new product penetration with flexible substitution patterns (Q1305778) ‎ (← links)
• Monte-Carlo evaluation of multivariate normal probabilities (Q1362040) ‎ (← links)
• Statistical inference in the multinomial multiperiod probit model (Q1367142) ‎ (← links)
• Hypothesis testing with a restricted parameter space (Q1379919) ‎ (← links)
• A comparison of different methods for the estimation of regression models with correlated binary responses. (Q1575402) ‎ (← links)
• Multivariate regression analysis of panel data with binary outcomes applied to unemployment data (Q1580843) ‎ (← links)
• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) ‎ (← links)
• Estimation of dynamic and ARCH Tobit models (Q1806698) ‎ (← links)
• Two-level linear paired comparison models: Estimation and identifiability issues (Q1867822) ‎ (← links)
• Rectangular and wedge-shaped multivariate normal probabilities (Q1978721) ‎ (← links)
• One-shot CFTP; application to a class of truncated Gaussian densities (Q2433243) ‎ (← links)
• Simulated classical tests in multinomial probit models (Q2457788) ‎ (← links)
• Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers (Q3156189) ‎ (← links)
• Factor Analysis for Ranked Data with Application to a Job Selection Attitude Survey (Q3592406) ‎ (← links)
• Bond pricing when the short-term interest rate follows a threshold process (Q3605240) ‎ (← links)
• Identification of peer effects using group size variation (Q3653358) ‎ (← links)
• Numerical computation of multivariate<i>t</i>-probabilities with application to power calculation of multiple contrasts (Q4269868) ‎ (← links)
• Multinomial probit estimation without nuisance parameters (Q4416018) ‎ (← links)
• Numerical evaluation of singular multivariate normal distributions (Q4525904) ‎ (← links)
• Estimating multiple equation hybrid models with endogenous dummy regressors* (Q4671012) ‎ (← links)
• A bayesian approach to dynamic tobit models (Q4935454) ‎ (← links)
• On the connection between orthant probabilities and the first passage time problem (Q5460691) ‎ (← links)