A Computationally Practical Simulation Estimator for Panel Data
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ARMA errorschoice probabilitiescomplex panel data modelsequicorrelationfactorizationimportance samplinglimited dependent variable modelsmethod of simulated moments estimatorMonte Carlo testsmultinomial probitquadrature- based ML estimatorsrandom effectssimple random effects modelstransition probabilities
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- Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results
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- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
- A Bayesian analysis of the multinomial probit model with fully identified parameters
- A Monte Carlo EM method for estimating multinomial probit models.
- Maximum likelihood estimation of factor and ideal point models for paired comparison data
- Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity
- A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
- Estimation of a digitised Gaussian ARMA model by Monte Carlo expectation maximisation
- Generalized indirect inference for discrete choice models
- A Bayesian multivariate probit for ordinal data with semiparametric random-effects
- Estimation of dynamic and ARCH Tobit models
- A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco
- Bayesian analysis of a dynamic stochastic model of labor supply and saving.
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- Factor analysis for paired ranked data with application on parent-child value orientation preference data
- Semiparametric thurstonian models for recurrent choices: a Bayesian analysis
- Generalized dynamic panel data models with random effects for cross-section and time
- Simulated classical tests in multinomial probit models
- Estimation of finite sequential games
- The dynamic invariant multinomial probit model: identification, pretesting and estimation
- Evaluating the performance of simple estimators for probit models with two dummy endogenous regressors
- Explaining individual response using aggregated data
- Estimation of panal data biprobit models based on Monte Carlo simulation method and its application
- Modeling multivariate survival data by a semiparametric random effects proportional odds model
- An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
- Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers
- The panel probit model: adaptive integration on sparse grids
- Identification of peer effects using group size variation
- Is Perfect Price Discrimination Really Efficient?: Welfare and Existence in General Equilibrium
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
- A discrete/continuous choice model on a nonconvex budget set
- Maximum likelihood estimation of Gaussian copula models for geostatistical count data
- ESTIMATION OF DYNAMIC DISCRETE CHOICE MODELS BY MAXIMUM LIKELIHOOD AND THE SIMULATED METHOD OF MOMENTS
- Dynamic discrete choice structural models: a survey
- Health, economic resources and the work decisions of older men
- Quasi-structural estimation of a model of childcare choices and child cognitive ability production
- Efficient estimation of probit models with correlated errors
- The performance of German firms in the business-related service sectors revisited: Differential evolution Markov chain estimation of the multinomial probit model
- Multilevel models for censored and latent responses
- On the fractional moments of a truncated centered multivariate normal distribution
- A Computationally Practical Robust Simulation Estimator for Dynamic Panel Tobit Models
- Monte Carlo evaluation of multivariate Student's t probabilities
- Parameter-expanded data augmentation for analyzing multinomial probit models
- Approximating Gaussian Copula models for count time series: connecting the distributional transform and a continuous extension
- Simulation-based inference. A survey with special reference to panel data models
- Estimation of linear models from coarsened observations: a method of moments approach
- A computational algorithm for multiple equation models with panel data
- Multilevel and nonlinear panel data models
- A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data
- Patent propensity, R\&D and market competition: dynamic spillovers of innovation leaders and followers
- Is a voluntary approach an effective environmental policy instrument?: A case for environmental management systems
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