Pages that link to "Item:Q4284150"

The following pages link to A Computationally Practical Simulation Estimator for Panel Data (Q4284150):

Displaying 49 items.

• Explaining individual response using aggregated data (Q295686) (← links)
• An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650) (← links)
• Dynamic discrete choice structural models: a survey (Q530915) (← links)
• Health, economic resources and the work decisions of older men (Q530922) (← links)
• Quasi-structural estimation of a model of childcare choices and child cognitive ability production (Q530928) (← links)
• Efficient estimation of probit models with correlated errors (Q530959) (← links)
• The performance of German firms in the business-related service sectors revisited: Differential evolution Markov chain estimation of the multinomial probit model (Q535373) (← links)
• Monte Carlo evaluation of multivariate Student's t probabilities (Q671686) (← links)
• Multilevel and nonlinear panel data models (Q862785) (← links)
• A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data (Q883131) (← links)
• Patent propensity, R\&D and market competition: dynamic spillovers of innovation leaders and followers (Q898591) (← links)
• Is a voluntary approach an effective environmental policy instrument?: A case for environmental management systems (Q929889) (← links)
• Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results (Q1265785) (← links)
• A model of health plan choice: inferring preferences and perceptions from a combination of revealed preference and attitudinal data. (Q1305780) (← links)
• Missing price and coupon availability data in scanner panels: Correcting for the self-selection bias in choice model parameters (Q1305784) (← links)
• Monte-Carlo evaluation of multivariate normal probabilities (Q1362040) (← links)
• Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results (Q1362495) (← links)
• A smooth likelihood simulator for dynamic disequilibrium models (Q1362499) (← links)
• Statistical inference in the multinomial multiperiod probit model (Q1367142) (← links)
• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
• A Bayesian analysis of the multinomial probit model with fully identified parameters (Q1588308) (← links)
• A Monte Carlo EM method for estimating multinomial probit models. (Q1589453) (← links)
• Maximum likelihood estimation of factor and ideal point models for paired comparison data (Q1604277) (← links)
• Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity (Q1615786) (← links)
• A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states (Q1706441) (← links)
• Estimation of a digitised Gaussian ARMA model by Monte Carlo expectation maximisation (Q1727916) (← links)
• Generalized indirect inference for discrete choice models (Q1754519) (← links)
• A Bayesian multivariate probit for ordinal data with semiparametric random-effects (Q1800090) (← links)
• Estimation of dynamic and ARCH Tobit models (Q1806698) (← links)
• A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco (Q1808555) (← links)
• Bayesian analysis of a dynamic stochastic model of labor supply and saving. (Q1869860) (← links)
• Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results (Q1915466) (← links)
• Gaussian copula marginal regression (Q1950871) (← links)
• The dynamic factor network model with an application to international trade (Q2173192) (← links)
• Bayesian analysis of order-statistics models for ranking data (Q2250632) (← links)
• Factor analysis for paired ranked data with application on parent-child value orientation preference data (Q2259200) (← links)
• Semiparametric thurstonian models for recurrent choices: a Bayesian analysis (Q2260983) (← links)
• Generalized dynamic panel data models with random effects for cross-section and time (Q2451769) (← links)
• Simulated classical tests in multinomial probit models (Q2457788) (← links)
• Estimation of finite sequential games (Q2512525) (← links)
• The dynamic invariant multinomial probit model: identification, pretesting and estimation (Q2630200) (← links)
• Evaluating the performance of simple estimators for probit models with two dummy endogenous regressors (Q2862412) (← links)
• Modeling Multivariate Survival Data by a Semiparametric Random Effects Proportional Odds Model (Q3078946) (← links)
• Identification of peer effects using group size variation (Q3653358) (← links)
• A discrete/continuous choice model on a nonconvex budget set (Q5034240) (← links)
• Maximum likelihood estimation of Gaussian copula models for geostatistical count data (Q5088088) (← links)
• ESTIMATION OF DYNAMIC DISCRETE CHOICE MODELS BY MAXIMUM LIKELIHOOD AND THE SIMULATED METHOD OF MOMENTS (Q5257873) (← links)
• Multilevel models for censored and latent responses (Q5424124) (← links)
• On the fractional moments of a truncated centered multivariate normal distribution (Q5867436) (← links)