A Computationally Practical Simulation Estimator for Panel Data
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Publication:4284150
transition probabilitiesimportance samplingrandom effectsfactorizationchoice probabilitieslimited dependent variable modelsMonte Carlo testsARMA errorsmultinomial probitequicorrelationcomplex panel data modelsmethod of simulated moments estimatorquadrature- based ML estimatorssimple random effects models
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